Lévy Matters VI: Lévy-Type Processes: Moments, Construction and Heat Kernel
Estimates (Lecture Notes in Mathematics)
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9783319608877 - Franziska Kühn: Lévy Matters VI - Lévy-Type Processes: Moments, Construction and Heat Kernel Estimates
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Lévy Matters VI - Lévy-Type Processes: Moments, Construction and Heat Kernel Estimatessearch

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Lévy Matters VI: Presenting some recent results on the construction and the moments of Lévy-type processes, the focus of this volume is on a new existence theorem, which is proved using a parametrix construction. Applications range from heat kernel estimates for a class of Lévy-type processes to existence and uniqueness theorems for Lévy-driven stochastic differential equations with Hölder continuous coefficients. Moreover, necessary and sufficient conditions for the existence of moments of Lévy-type processes are studied and some estimates on moments are derived. Lévy-type processes behave locally like Lévy processes but, in contrast to Lévy processes, they are not homogeneous in space. Typical examples are processes with varying index of stability and solutions of Lévy-driven stochastic differential equations. This is the sixth volume in a subseries of the Lecture Notes in Mathematics called Lévy Matters. Each volume describes a number of important topics in the theory or applications of Lévy processes and pays tribute to the state of the art of this rapidly evolving subject, with special emphasis on the non-Brownian world. Englisch, Taschenbuch.
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9783319608877 - Franziska Kuhn: Levy Matters VI: Levy-Type Processes: Moments, Construction and Heat Kernel Estimates
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Levy Matters VI: Levy-Type Processes: Moments, Construction and Heat Kernel Estimatessearch

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ISBN: 9783319608877search or 3319608878, in german, Springer International Publishing, Paperback, New.

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9783319608877 - Franziska Kühn: Lévy Matters VI: Lévy-Type Processes: Moments, Construction and Heat Kernel Estimates (Lecture Notes in Mathematics)
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Lévy Matters VI: Lévy-Type Processes: Moments, Construction and Heat Kernel Estimates (Lecture Notes in Mathematics) (2017)search

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ISBN: 9783319608877search or 3319608878, in english, 230 pages, Springer, Paperback, New, first edition.

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