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Cookie akzeptierenBjörn Böttcher / Jian Wang / René Schilling
Lévy Matters III
- Springer International Publishing
- 2014
- Taschenbuch
- 220 Seiten
- ISBN 9783319026831
This volume presents recent developments in the area of Lévy-type processes and more general stochastic processes that behave locally like a Lévy process. Although written in a survey style, quite a few results are extensions of known theorems, and others are completely new. The focus is on the symbol of a Lévy-type process: a non-random function which is a counterpart of the characteristic exponent of a Lévy process. The class of stochastic processes which can be associated with a symbol is characterized, various schemes constructing a stochastic process from a given symbol are discussed, and it is shown how one can use the symbol in order
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