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Potential analysis of stable processes and its extensions

Author: Krzysztof Bogdan; P Graczyk; Andrzej Stos; SpringerLink (Online service); et al
Publisher: Berlin : Springer, ©2009.
Series: Lecture notes in mathematics (Springer-Verlag), 1980.
Edition/Format:   Book : EnglishView all editions and formats
Database:WorldCat
Summary:
"Stable Levy 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 Schroedinger  Read more...
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Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Krzysztof Bogdan; P Graczyk; Andrzej Stos; SpringerLink (Online service); et al
ISBN: 9783642021404 3642021409 9783642021411 3642021417
OCLC Number: 401153888
Description: ix, 187 p. : ill. ; 24 cm.
Contents: Boundary Potential Theory for Schrodinger Operators Based on Fractional Laplacian.- Nontangential Convergence for alpha-harmonic Functions.- Eigenvalues and Eigenfunctions for Stable Processes.- Potential Theory of Subordinate Brownian Motion.
Series Title: Lecture notes in mathematics (Springer-Verlag), 1980.
Responsibility: Krzysztof Bogdan ... [et al.] ; volume editors, Piotr Graczyk, Andrzej Stos.
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Abstract:

Stable Levy and related processes play a key role in stochastic modeling in applied sciences, and especially in financial mathematics. This book covers the potential theory of stable stochastic  Read more...

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From the reviews: "The book is a collection of articles on all aspects of the potential theory of stable processes on Rd, written by well-known experts in this field, thereby summarizing recent Read more...

 
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schema:reviewBody""Stable Levy 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 Schroedinger 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 for the study of their fine properties."--BOOK JACKET."
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