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001 978-3-319-60888-4
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020 _a9783319608884
_9978-3-319-60888-4
024 7 _a10.1007/978-3-319-60888-4
_2doi
040 _aISI Library, Kolkata
050 4 _aQA273.A1-274.9
050 4 _aQA274-274.9
072 7 _aPBT
_2bicssc
072 7 _aMAT029000
_2bisacsh
072 7 _aPBT
_2thema
072 7 _aPBWL
_2thema
082 0 4 _a519.2
_223
100 1 _aKühn, Franziska.
_eauthor.
_4aut
_4http://id.loc.gov/vocabulary/relators/aut
245 1 0 _aLévy Matters VI
_h[electronic resource] :
_bLévy-Type Processes: Moments, Construction and Heat Kernel Estimates /
_cby Franziska Kühn.
264 1 _aCham :
_bSpringer International Publishing :
_bImprint: Springer,
_c2017.
300 _aXXIII, 245 p. 39 illus., 1 illus. in color.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
490 1 _aLévy Matters, A Subseries on Lévy Processes,
_x2190-6637 ;
_v2187
520 _aPresenting 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 applicati ons of Lévy processes and pays tribute to the state of the art of this rapidly evolving subject, with special emphasis on the non-Brownian world.
650 0 _aDistribution (Probability theory.
650 0 _aDifferential equations, partial.
650 1 4 _aProbability Theory and Stochastic Processes.
_0http://scigraph.springernature.com/things/product-market-codes/M27004
650 2 4 _aPartial Differential Equations.
_0http://scigraph.springernature.com/things/product-market-codes/M12155
710 2 _aSpringerLink (Online service)
773 0 _tSpringer eBooks
776 0 8 _iPrinted edition:
_z9783319608877
776 0 8 _iPrinted edition:
_z9783319608891
830 0 _aLévy Matters, A Subseries on Lévy Processes,
_x2190-6637 ;
_v2187
856 4 0 _uhttps://doi.org/10.1007/978-3-319-60888-4
912 _aZDB-2-SMA
942 _cEB
950 _aMathematics and Statistics (Springer-11649)
999 _c427340
_d427340