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Potential analysis of stable processes and its extensions
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Potential analysis of stable processes and its extensions

著者: Krzysztof Bogdan; P Graczyk; Andrzej Stos; SpringerLink (Online service); et al
出版商: Berlin : Springer, ©2009.
丛书: Lecture notes in mathematics (Springer-Verlag), 1980.
版本/格式:   图书 : 英语查看所有的版本和格式
提要:
"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  再读一些...
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材料类型: 互联网资源
文件类型: 书, 互联网资源
所有的著者/提供者: Krzysztof Bogdan; P Graczyk; Andrzej Stos; SpringerLink (Online service); et al
ISBN: 9783642021404 3642021409 9783642021411 3642021417
OCLC号码: 401153888
描述: ix, 187 p. : ill. ; 24 cm.
内容: 1 Introduction.- 2 Boundary Potential Theory.- 3 Nontangential Convergence.- 4 Eigenvalues and Eigenfunctions for Stable Processes.- 5 Potential Theory of Subordinate Brownian Motion.
丛书名: Lecture notes in mathematics (Springer-Verlag), 1980.
责任: Krzysztof Bogdan ... [et al.] ; volume editors, Piotr Graczyk, Andrzej Stos.

摘要:

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  再读一些...

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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 再读一些...

 
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