Lecture notes in mathematics: 3 Lévy-type processes : construction, approximation and sample path properties
Gespeichert in:
| Hauptverfasser: | , , |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Cham
Springer International Publishing
2013
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| Schriftenreihe: | Lecture notes in mathematics
2099 |
| Online-Zugang: | Volltext Inhaltsverzeichnis Abstract |
| Beschreibung: | 1 Online-Ressource (XVIII, 199 S.) Ill. |
| ISBN: | 9783319026848 |
| DOI: | 10.1007/978-3-319-02684-8 |
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Datensatz im Suchindex
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| adam_text | LEVY MATTERS III
/ BOETTCHER, BJOERN
: 2013
TABLE OF CONTENTS / INHALTSVERZEICHNIS
A PRIMER ON FELLER SEMIGROUPS AND FELLER PROCESSES
FELLER GENERATORS AND SYMBOLS
CONSTRUCTION OF FELLER PROCESSES
TRANSFORMATIONS OF FELLER PROCESSES
SAMPLE PATH PROPERTIES
GLOBAL PROPERTIES
APPROXIMATION
OPEN PROBLEMS
REFERENCES
INDEX
DIESES SCHRIFTSTUECK WURDE MASCHINELL ERZEUGT.
LEVY MATTERS III
/ BOETTCHER, BJOERN
: 2013
ABSTRACT / INHALTSTEXT
THIS VOLUME PRESENTS RECENT DEVELOPMENTS IN THE AREA OF LEVY-TYPE
PROCESSES AND MORE GENERAL STOCHASTIC PROCESSES THAT BEHAVE LOCALLY LIKE
A LEVY PROCESS. ALTHOUGH WRITTEN IN A SURVEY STYLE, QUITE A FEW RESULTS
ARE EXTENSIONS OF KNOWN THEOREMS, AND OTHERS ARE COMPLETELY NEW. THE
FOCUS IS ON THE SYMBOL OF A LEVY-TYPE PROCESS: A NON-RANDOM FUNCTION
WHICH ISTHE COUNTERPART OF THE CHARACTERISTIC EXPONENT OF A LEVY
PROCESS. THE CLASS OF STOCHASTIC PROCESSES WHICH CAN BE ASSOCIATED WITH
A SYMBOL IS CHARACTERIZED, VARIOUS SCHEMES CONSTRUCTING A STOCHASTIC
PROCESS FROM A GIVEN SYMBOL ARE DISCUSSED, AND IT IS SHOWN HOW ONE CAN
USE THE SYMBOL IN ORDER TO DESCRIBE THE SAMPLE PATH PROPERTIES OF THE
UNDERLYING PROCESS. LASTLY, THE SYMBOL IS USED TO APPROXIMATE AND
SIMULATE LEVY-TYPE PROCESSES. THIS IS THE THIRD VOLUME IN A SUBSERIES OF
THE LECTURE NOTES IN MATHEMATICS CALLED LEVY MATTERS. EACH VOLUME
DESCRIBES A NUMBER OF IMPORTANT TOPICS IN THE THEORY OR APPLICATIONS OF
LEVY PROCESSES AND PAYS TRIBUTE TO THE STATE OF THE ART OF THIS RAPIDLY
EVOLVING SUBJECT WITH SPECIAL EMPHASIS ON THE NON-BROWNIAN WORLD
DIESES SCHRIFTSTUECK WURDE MASCHINELL ERZEUGT.
|
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| discipline | Mathematik |
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| isbn | 9783319026848 |
| language | English |
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| spelling | Böttcher, Björn Verfasser (DE-588)1025884582 aut Lecture notes in mathematics 3 Lévy-type processes : construction, approximation and sample path properties Björn Böttcher ; René Schilling ; Jian Wang Cham Springer International Publishing 2013 1 Online-Ressource (XVIII, 199 S.) Ill. txt rdacontent c rdamedia cr rdacarrier Lecture notes in mathematics 2099 Schilling, René L. 1969- Verfasser (DE-588)122050045 aut Wang, Jian Verfasser (DE-588)171915615 aut (DE-604)BV044869427 3 Erscheint auch als Druck-Ausgabe, Paperback 978-3-319-02683-1 Lecture notes in mathematics 2099 (DE-604)BV014303148 2099 https://doi.org/10.1007/978-3-319-02684-8 Verlag Volltext Springer Fremddatenuebernahme application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027143798&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis Springer Fremddatenuebernahme application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027143798&sequence=000003&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA Abstract |
| spellingShingle | Böttcher, Björn Schilling, René L. 1969- Wang, Jian Lecture notes in mathematics Lecture notes in mathematics |
| title | Lecture notes in mathematics |
| title_auth | Lecture notes in mathematics |
| title_exact_search | Lecture notes in mathematics |
| title_full | Lecture notes in mathematics 3 Lévy-type processes : construction, approximation and sample path properties Björn Böttcher ; René Schilling ; Jian Wang |
| title_fullStr | Lecture notes in mathematics 3 Lévy-type processes : construction, approximation and sample path properties Björn Böttcher ; René Schilling ; Jian Wang |
| title_full_unstemmed | Lecture notes in mathematics 3 Lévy-type processes : construction, approximation and sample path properties Björn Böttcher ; René Schilling ; Jian Wang |
| title_short | Lecture notes in mathematics |
| title_sort | lecture notes in mathematics levy type processes construction approximation and sample path properties |
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