Potential Analysis of Stable Processes and its Extensions

Potential Analysis of Stable Processes and its Extensions
Author :
Publisher : Springer Science & Business Media
Total Pages : 200
Release :
ISBN-10 : 9783642021411
ISBN-13 : 3642021417
Rating : 4/5 (11 Downloads)

Book Synopsis Potential Analysis of Stable Processes and its Extensions by : Krzysztof Bogdan

Download or read book Potential Analysis of Stable Processes and its Extensions written by Krzysztof Bogdan and published by Springer Science & Business Media. This book was released on 2009-07-14 with total page 200 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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. This is the first book devoted to the probabilistic potential theory of stable stochastic processes, and, from the analytical point of view, of the fractional Laplacian. The introduction is accessible to non-specialists and provides a general presentation of the fundamental objects of the theory. Besides recent and deep scientific results the book also provides a didactic approach to its topic, as all chapters have been tested on a wide audience, including young mathematicians at a CNRS/HARP Workshop, Angers 2006. The reader will gain insight into the modern theory of stable and related processes and their potential analysis with a theoretical motivation for the study of their fine properties.


Potential Analysis of Stable Processes and its Extensions Related Books

Potential Analysis of Stable Processes and its Extensions
Language: en
Pages: 200
Authors: Krzysztof Bogdan
Categories: Mathematics
Type: BOOK - Published: 2009-07-14 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

Stable Lévy processes and related stochastic processes play an important role in stochastic modelling in applied sciences, in particular in financial mathemati
Stochastic Analysis And Applications To Finance: Essays In Honour Of Jia-an Yan
Language: en
Pages: 465
Authors: Tusheng Zhang
Categories: Mathematics
Type: BOOK - Published: 2012-07-17 - Publisher: World Scientific

DOWNLOAD EBOOK

This volume is a collection of solicited and refereed articles from distinguished researchers across the field of stochastic analysis and its application to fin
Data Analysis and Applications 4
Language: en
Pages: 241
Authors: Andreas Makrides
Categories: Mathematics
Type: BOOK - Published: 2020-04-09 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

Data analysis as an area of importance has grown exponentially, especially during the past couple of decades. This can be attributed to a rapidly growing comput
Feynman-Kac-Type Formulae and Gibbs Measures
Language: en
Pages: 575
Authors: József Lörinczi
Categories: Mathematics
Type: BOOK - Published: 2020-01-20 - Publisher: Walter de Gruyter GmbH & Co KG

DOWNLOAD EBOOK

This is the second updated and extended edition of the successful book on Feynman-Kac theory. It offers a state-of-the-art mathematical account of functional in
Fractional Deterministic and Stochastic Calculus
Language: en
Pages: 462
Authors: Giacomo Ascione
Categories: Mathematics
Type: BOOK - Published: 2023-12-31 - Publisher: Walter de Gruyter GmbH & Co KG

DOWNLOAD EBOOK