Name: Lévy Matters Iii: Lévy-Type Processes: Construction, Approximation and Sample Path Properties (Lecture Notes in Mathematics) (en Inglés)
Price: 85160.00 CLP
Availability: InStock
Author: Björn Böttcher; René Schilling; Jian Wang
ISBN: 9783319026831

portada Lévy Matters Iii: Lévy-Type Processes: Construction, Approximation and Sample Path Properties (Lecture Notes in Mathematics) (en Inglés)

Formato

Libro Físico

Editorial

Springer

Autor

Björn Böttcher; René Schilling; Jian Wang

Año

2014

Idioma

Inglés

N° páginas

199

Encuadernación

Tapa Blanda

ISBN13

9783319026831

N° edición

2013

Categorías

Probabilidad y estadística

Lévy Matters Iii: Lévy-Type Processes: Construction, Approximation and Sample Path Properties (Lecture Notes in Mathematics) (en Inglés)

Björn Böttcher; René Schilling; Jian Wang (Autor) · Springer · Tapa Blanda

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Reseña del libro "Lévy Matters Iii: Lévy-Type Processes: Construction, Approximation and Sample Path Properties (Lecture Notes in Mathematics) (en Inglés)"

This is the third volume in a subseries of the Lecture Notes in Mathematics called Lévy Matters. Each volume describes a number of important topics in the theory or applications of Lévy processes and pays tribute to the state of the art of this rapidly evolving subject with special emphasis on the non-Brownian world. This volume presents recent developments in the area of Lévy-type processes and more general stochastic processes that behave locally like a Lévy process. Although written in a survey style, quite a few results are extensions of known theorems, and others are completely new. The focus is on the symbol of a Lévy-type process: a non-random function which is a counterpart of the characteristic exponent of a Lévy process. The class of stochastic processes which can be associated with a symbol is characterized, various schemes constructing a stochastic process from a given symbol are discussed, and it is shown how one can use the symbol in order to describe the sample path properties of the underlying process. Lastly, the symbol is used to approximate and simulate Levy-type processes.