| 书目名称 | From Lévy-Type Processes to Parabolic SPDEs | | 编辑 | Davar Khoshnevisan,René Schilling,Frederic Utzet,L | | 视频video | http://file.papertrans.cn/349/348772/348772.mp4 | | 概述 | Studies invariance and comparison principles for parabolic SPDEs in a very general framework beyond the classical setting.Presents an extensive introduction to Lévy processes, including the different | | 丛书名称 | Advanced Courses in Mathematics - CRM Barcelona | | 图书封面 |  | | 描述 | .This volume presents the lecture notes from two courses given by Davar Khoshnevisan and René Schilling, respectively, at the second Barcelona Summer School on Stochastic Analysis..René Schilling’s notes are an expanded version of his course on Lévy and Lévy-type processes, the purpose of which is two-fold: on the one hand, the course presents in detail selected properties of the Lévy processes, mainly as Markov processes, and their different constructions, eventually leading to the celebrated Lévy-Itô decomposition. On the other, it identifies the infinitesimal generator of the Lévy process as a pseudo-differential operator whose symbol is the characteristic exponent of the process, making it possible to study the properties of Feller processes as space inhomogeneous processes that locally behave like Lévy processes. The presentation is self-contained, and includes dedicated chapters that review Markov processes, operator semigroups, random measures, etc.. .Inturn, Davar Khoshnevisan’s course investigates selected problems in the field of stochastic partial differential equations of parabolic type. More precisely, the main objective is to establish an Invariance Principle for thos | | 出版日期 | Textbook 2016 | | 关键词 | Stochastic partial differential equations; invariance principle; comparison principle; Lévy processes; F | | 版次 | 1 | | doi | https://doi.org/10.1007/978-3-319-34120-0 | | isbn_softcover | 978-3-319-34119-4 | | isbn_ebook | 978-3-319-34120-0Series ISSN 2297-0304 Series E-ISSN 2297-0312 | | issn_series | 2297-0304 | | copyright | Springer International Publishing Switzerland 2016 |
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