Lévy matters 3. : Lévy-type processes: construction, approximation and sample path properties / Björn Böttcher, René Schilling, Jian Wang
| Lévy matters 3. : Lévy-type processes: construction, approximation and sample path properties / Björn Böttcher, René Schilling, Jian Wang |
| Autore | Böttcher, Björn |
| Pubbl/distr/stampa | Cham, : Springer, 2013 |
| Descrizione fisica | XVIII, 199 p. ; 24 cm |
| Altri autori (Persone) |
Schilling, René L.
Wang, Jian, matematico |
| Soggetto topico |
60J25 - Continuous-time Markov processes on general state spaces [MSC 2020]
35S05 - Pseudodifferential operators as generalizations of partial differential operators [MSC 2020] 60J74 - Jump processes on discrete state spaces [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 60G51 - Processes with independent increments; Lévy processes [MSC 2020] 60H10 - Stochastic ordinary differential equations [MSC 2020] 60J35 - Transition functions, generators and resolvents [MSC 2020] 60G17 - Sample path properties [MSC 2020] 60G48 - Generalizations of martingales [MSC 2020] 35S30 - Fourier integral operators applied to PDEs [MSC 2020] 47D03 - Groups and semigroups of linear operators [MSC 2020] 60J76 - Jump processes on general state spaces [MSC 2020] |
| Soggetto non controllato |
Feller process
Lévy-Khintchine formula Lévy-type process Path properties Pseudo-differential Operators |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0098170 |
Böttcher, Björn
|
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| Cham, : Springer, 2013 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Lévy matters 3. : Lévy-type processes: construction, approximation and sample path properties / Björn Böttcher, René Schilling, Jian Wang
| Lévy matters 3. : Lévy-type processes: construction, approximation and sample path properties / Björn Böttcher, René Schilling, Jian Wang |
| Autore | Böttcher, Björn |
| Pubbl/distr/stampa | Cham, : Springer, 2013 |
| Descrizione fisica | XVIII, 199 p. ; 24 cm |
| Altri autori (Persone) |
Schilling, René L.
Wang, Jian, matematico |
| Soggetto topico |
35S05 - Pseudodifferential operators as generalizations of partial differential operators [MSC 2020]
35S30 - Fourier integral operators applied to PDEs [MSC 2020] 47D03 - Groups and semigroups of linear operators [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 60G17 - Sample path properties [MSC 2020] 60G48 - Generalizations of martingales [MSC 2020] 60G51 - Processes with independent increments; Lévy processes [MSC 2020] 60H10 - Stochastic ordinary differential equations [MSC 2020] 60J25 - Continuous-time Markov processes on general state spaces [MSC 2020] 60J35 - Transition functions, generators and resolvents [MSC 2020] 60J74 - Jump processes on discrete state spaces [MSC 2020] 60J76 - Jump processes on general state spaces [MSC 2020] |
| Soggetto non controllato |
Feller process
Lévy-Khintchine formula Lévy-type process Path properties Pseudo-differential Operators |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00098170 |
Böttcher, Björn
|
||
| Cham, : Springer, 2013 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||