| 书目名称 | Potential Analysis of Stable Processes and its Extensions |
| 编辑 | Krzysztof Bogdan,Tomasz Byczkowski,Zoran Vondracek |
| 视频video | |
| 概述 | Includes supplementary material: |
| 丛书名称 | Lecture Notes in Mathematics |
| 图书封面 |  |
| 描述 | .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 fo |
| 出版日期 | Book 2009 |
| 关键词 | Brownian motion; Lévy process; Stochastic processes; alpha-harmonic functions; fractional Laplacian; prob |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-642-02141-1 |
| isbn_softcover | 978-3-642-02140-4 |
| isbn_ebook | 978-3-642-02141-1Series ISSN 0075-8434 Series E-ISSN 1617-9692 |
| issn_series | 0075-8434 |
| copyright | Springer-Verlag Berlin Heidelberg 2009 |
发表于 2025-3-21 16:34:21
