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L vy Matters VI [electronic resource] : L vy-Type Processes: Moments, Construction and Heat Kernel Estimates / by Franziska K hn.

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dc.contributor.author K hn, Franziska. author.
dc.contributor.author SpringerLink (Online service)
dc.date.accessioned 2017-12-02T14:39:20Z
dc.date.available 2017-12-02T14:39:20Z
dc.date.created 2017.
dc.date.issued 2017
dc.identifier.isbn 9783319608884
dc.identifier.uri http://dspace.conacyt.gov.py/xmlui/handle/123456789/22073
dc.description XXIII, 245 p. 39 illus., 1 illus. in color.
dc.description.abstract Presenting some recent results on the construction and the moments of L vy-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 L vy-type processes to existence and uniqueness theorems for L vy-driven stochastic differential equations with H lder continuous coefficients. Moreover, necessary and sufficient conditions for the existence of moments of L vy-type processes are studied and some estimates on moments are derived. L vy-type processes behave locally like L vy processes but, in contrast to L vy processes, they are not homogeneous in space. Typical examples are processes with varying index of stability and solutions of L vy-driven stochastic differential equations. This is the sixth volume in a subseries of the Lecture Notes in Mathematics called L vy Matters. Each volume describes a number of important topics in the theory or applicati ons of L vy processes and pays tribute to the state of the art of this rapidly evolving subject, with special emphasis on the non-Brownian world.
dc.language eng
dc.publisher Cham : Springer International Publishing : Imprint: Springer, 2017.
dc.relation.ispartofseries Springer eBooks
dc.relation.ispartofseries Lecture Notes in Mathematics, 0075-8434 ; 2187
dc.relation.ispartofseries Lecture Notes in Mathematics, 0075-8434 ; 2187
dc.relation.uri http://cicco.idm.oclc.org/login?url=http://dx.doi.org/10.1007/978-3-319-60888-4
dc.subject Mathematics.
dc.subject Partial differential equations.
dc.subject Probabilities.
dc.subject Mathematics.
dc.subject Probability Theory and Stochastic Processes.
dc.subject Partial Differential Equations.
dc.subject.ddc 519.2 23
dc.subject.lcc QA273.A1-274.9
dc.subject.lcc QA274-274.9
dc.subject.other Mathematics and Statistics (Springer-11649)
dc.title L vy Matters VI [electronic resource] : L vy-Type Processes: Moments, Construction and Heat Kernel Estimates / by Franziska K hn.
dc.type text
dc.identifier.doi 10.1007/978-3-319-60888-4
dc.identifier.bib 978-3-319-60888-4
dc.format.rdamedia computer
dc.format.rdacarrier online resource
dc.format.rda text file PDF

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