| 书目名称 | Lévy Matters VI | | 副标题 | Lévy-Type Processes: | | 编辑 | Franziska Kühn | | 视频video | | | 概述 | All results are illustrated with numerous applications.Numerous examples of Lévy-type processes offer new possibilities to model irregular phenomena.Detailed explanations help the reader to get a bett | | 丛书名称 | Lecture Notes in Mathematics | | 图书封面 |  | | 描述 | Presenting some recent results on the construction and the moments of Lévy-type processes, the focus of this volume is on a new existence theorem, which is proved using a parametrix construction. Applications range from heat kernel estimates for a class of Lévy-type processes to existence and uniqueness theorems for Lévy-driven stochastic differential equations with Hölder continuous coefficients. Moreover, necessary and sufficient conditions for the existence of moments of Lévy-type processes are studied and some estimates on moments are derived. Lévy-type processes behave locally like Lévy processes but, in contrast to Lévy processes, they are not homogeneous in space. Typical examples are processes with varying index of stability and solutions of Lévy-driven stochastic differential equations..This is the sixth 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 applicationsof Lévy processes and pays tribute to the state of the art of this rapidly evolving subject, with special emphasis on the non-Brownian world.. | | 出版日期 | Book 2017 | | 关键词 | Feller processes; Lévy-type processes; parametrix construction; existence result; heat kernel estimates; | | 版次 | 1 | | doi | https://doi.org/10.1007/978-3-319-60888-4 | | isbn_softcover | 978-3-319-60887-7 | | isbn_ebook | 978-3-319-60888-4Series ISSN 0075-8434 Series E-ISSN 1617-9692 | | issn_series | 0075-8434 | | copyright | Springer International Publishing AG 2017 |
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发表于 2025-3-21 18:26:52
