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Potential analysis of stable processes and its extensions
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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
Summary:

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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Details

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: 1 Introduction.- 2 Boundary Potential Theory.- 3 Nontangential Convergence.- 4 Eigenvalues and Eigenfunctions for Stable Processes.- 5 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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