Levy Matters VI : Levy-Type Processes: Moments, Construction and Heat Kernel Estimates

Kuhn, Franziska

ISBN 10: 3319608878 / ISBN 13: 9783319608877

Verlag: Springer 2017-10, 2017

Beschreibung

Bestandsnummer des Verkäufers 6666-IUK-9783319608877

Bibliografische Details

• Titel: Levy Matters VI : Levy-Type Processes: Moments, Construction and Heat Kernel Estimates
• Verlag: Springer 2017-10
• Erscheinungsjahr: 2017
• Sprache: Englisch
• ISBN-10: 3319608878
• ISBN-13: 9783319608877
• Einband: PF
• Zustand: New

Über diesen Titel

Inhaltsangabe

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.

Über die Autorin bzw. den Autor

Charlotte y Peter Fiell son dos autoridades en historia, teoría y crítica del diseño y han escrito más de sesenta libros sobre la materia, muchos de los cuales se han convertido en éxitos de ventas. También han impartido conferencias y cursos como profesores invitados, han comisariado exposiciones y asesorado a fabricantes, museos, salas de subastas y grandes coleccionistas privados de todo el mundo. Los Fiell han escrito numerosos libros para TASCHEN, entre los que se incluyen 1000 Chairs, Diseño del siglo XX, El diseño industrial de la A a la Z, Scandinavian Design y Diseño del siglo XXI.