Für statistische Zwecke und um bestmögliche Funktionalität zu bieten, speichert diese Website Cookies auf Ihrem Gerät. Das Speichern von Cookies kann in den Browser-Einstellungen deaktiviert werden. Wenn Sie die Website weiter nutzen, stimmen Sie der Verwendung von Cookies zu.
Cookie akzeptierenDavar Khoshnevisan / René Schilling
From Lévy-Type Processes to Parabolic SPDEs
- Springer International Publishing
- 2017
- Taschenbuch
- 228 Seiten
- ISBN 9783319341194
This volume presents the lecture notes from two courses given by Davar Khoshnevisan and René Schilling, respectively, at the second Barcelona Summer School on Stochastic Analysis. René Schilling¿s notes are an expanded version of his course on Lévy and Lévy-type processes, the purpose of which is two- fold: on the one hand, the course presents in detail selected properties of the Lévy processes, mainly as Markov processes, and their different constructions, eventually leading to the celebrated Lévy-Itô decomposition. On the other, it identifies the infinitesimal generator of the Lévy process as a pseudo-differential operator whose symbol is the characteristic exponent of the process, making it possible
Mehr
Weniger
zzgl. Versand
in Kürze