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Potential analysis of stable processes and its extensions

Author: Krzysztof Bogdan; P Graczyk; Andrzej Stos
Publisher: Berlin : Springer, ©2009.
Series: Lecture notes in mathematics (Springer-Verlag), 1980.
Edition/Format:   eBook : Document : EnglishView all editions and formats
Summary:
Stable Lévy 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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Genre/Form: Electronic books
Additional Physical Format: Print version:
Potential analysis of stable processes and its extensions.
Berlin : Springer, ©2009
(DLC) 2009928106
(OCoLC)401153888
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Krzysztof Bogdan; P Graczyk; Andrzej Stos
ISBN: 9783642021411 3642021417
OCLC Number: 437346628
Description: 1 online resource (ix, 187 pages) : illustrations.
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 [and others] ; volume editors, Piotr Graczyk, Andrzej Stos.

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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