Potential Analysis Of Stable Processes And Its Extensions di Krzysztof Bogdan, Tomasz Byczkowski, Tadeusz Kulczycki, Michal Ryznar, Renming Song, Zoran Vondracek edito da Springer-verlag Berlin And Heidelberg Gmbh & Co. Kg
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Potential Analysis Of Stable Processes And Its Extensions

EAN:

9783642021404

ISBN:

3642021409

Pagine:
194
Formato:
Paperback
Lingua:
Tedesco
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Descrizione Potential Analysis Of Stable Processes And Its Extensions

Stable Lévy processes and related stochastic processes play an important role in stochastic modelling in applied sciences, in particular in financial mathematics. This book is about the potential theory of stable stochastic processes. It also deals with related topics, such as the subordinate Brownian motions (including the relativistic process) and Feynman-Kac semigroups generated by certain Schrödinger operators. The authors focus on classes of stable and related processes that contain the Brownian motion as a special case.

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