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| 001 | 978-3-319-02684-8 | ||
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| 008 | 140116s2013 gw | s |||| 0|eng d | ||
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_a10.1007/978-3-319-02684-8 _2doi |
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| 050 | 4 | _aQA274-274.9 | |
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_a519.2 _223 |
| 100 | 1 |
_aBöttcher, Björn. _eauthor. _4aut _4http://id.loc.gov/vocabulary/relators/aut |
|
| 245 | 1 | 0 |
_aLévy Matters III _h[electronic resource] : _bLévy-Type Processes: Construction, Approximation and Sample Path Properties / _cby Björn Böttcher, René Schilling, Jian Wang. |
| 264 | 1 |
_aCham : _bSpringer International Publishing : _bImprint: Springer, _c2013. |
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| 300 |
_aXVIII, 199 p. 1 illus. _bonline resource. |
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| 336 |
_atext _btxt _2rdacontent |
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| 337 |
_acomputer _bc _2rdamedia |
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| 338 |
_aonline resource _bcr _2rdacarrier |
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| 347 |
_atext file _bPDF _2rda |
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| 490 | 1 |
_aLévy Matters, A Subseries on Lévy Processes, _x2190-6637 ; _v2099 |
|
| 505 | 0 | _aA 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. | |
| 520 | _aThis volume presents recent developments in the area of Lévy-type processes and more general stochastic processes that behave locally like a Lévy 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 Lévy-type process: a non-random function which is the counterpart of the characteristic exponent of a Lévy 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 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. | ||
| 650 | 0 | _aDistribution (Probability theory. | |
| 650 | 0 | _aMathematics. | |
| 650 | 0 | _aFunctional analysis. | |
| 650 | 0 | _aOperator theory. | |
| 650 | 1 | 4 |
_aProbability Theory and Stochastic Processes. _0http://scigraph.springernature.com/things/product-market-codes/M27004 |
| 650 | 2 | 4 |
_aMathematics, general. _0http://scigraph.springernature.com/things/product-market-codes/M00009 |
| 650 | 2 | 4 |
_aFunctional Analysis. _0http://scigraph.springernature.com/things/product-market-codes/M12066 |
| 650 | 2 | 4 |
_aOperator Theory. _0http://scigraph.springernature.com/things/product-market-codes/M12139 |
| 700 | 1 |
_aSchilling, René. _eauthor. _4aut _4http://id.loc.gov/vocabulary/relators/aut |
|
| 700 | 1 |
_aWang, Jian. _eauthor. _4aut _4http://id.loc.gov/vocabulary/relators/aut |
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| 710 | 2 | _aSpringerLink (Online service) | |
| 773 | 0 | _tSpringer eBooks | |
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_iPrinted edition: _z9783319026831 |
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_iPrinted edition: _z9783319026855 |
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_aLévy Matters, A Subseries on Lévy Processes, _x2190-6637 ; _v2099 |
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| 856 | 4 | 0 | _uhttps://doi.org/10.1007/978-3-319-02684-8 |
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