Cantitate/Preț
Produs
Total produse
Vezi coșul
Lévy Matters VI de Franziska Kühn

Lévy Matters VI: Lecture Notes in Mathematics

Autor Franziska Kühn
en Limba Engleză Paperback – 14 oct 2017
Presenting some recent results on the construction and the moments of Lévy-type processes, the focus of this volume is on a new existence theorem, which is proved using a parametrix construction. Applications range from heat kernel estimates for a class of Lévy-type processes to existence and uniqueness theorems for Lévy-driven stochastic differential equations with Hölder continuous coefficients. Moreover, necessary and sufficient conditions for the existence of moments of Lévy-type processes are studied and some estimates on moments are derived. Lévy-type processes behave locally like Lévy processes but, in contrast to Lévy processes, they are not homogeneous in space. Typical examples are processes with varying index of stability and solutions of Lévy-driven stochastic differential equations.

This is the sixth 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 applicationsof Lévy processes and pays tribute to the state of the art of this rapidly evolving subject, with special emphasis on the non-Brownian world.
Citește tot Restrânge

Din seria Lecture Notes in Mathematics

  • 17% Model Order Reduction and Applications: Cetraro, Italy 2021
    Preț: 38973 lei
  • Conformal Symmetry Breaking Operators for Differential Forms on Spheres
    Preț: 34060 lei
  • CAT(0) Cube Complexes: An Introduction
    Preț: 42999 lei
  • Representations of SU(2,1) in Fourier Term Modules
    Preț: 42969 lei
  • Complex Semisimple Quantum Groups and Representation Theory
    Preț: 44413 lei
  • 15% Decomposition of Jacobians by Prym Varieties
    Preț: 39028 lei
  • Index Theory Beyond the Fredholm Case
    Preț: 43243 lei
  • Multiscale Problems in the Life Sciences
    Preț: 37768 lei
  • Stochastic Calculus with Infinitesimals
    Preț: 33293 lei
  • Open Conformal Systems and Perturbations of Transfer Operators
    Preț: 33589 lei
  • Group Matrices, Group Determinants and Representation Theory
    Preț: 41366 lei
  • Random Obstacle Problems
    Preț: 33580 lei
  • 15% Generalized B*-Algebras and Applications
    Preț: 39008 lei
  • Markov Paths, Loops and Fields
    Preț: 33317 lei
  • Numerical Methods for Mixed Finite Element Problems
    Preț: 36459 lei
  • Algebraic Topology
    Preț: 30463 lei
  • Stable Klingen Vectors and Paramodular Newforms
    Preț: 47555 lei
  • The Global Theory of Minimal Surfaces in Flat Spaces
    Preț: 33317 lei
  • Mathematical Modeling and Validation in Physiology
    Preț: 40578 lei
  • Unbounded Weighted Composition Operators in L²-Spaces
    Preț: 33698 lei
  • Series of Bessel and Kummer-Type Functions
    Preț: 37054 lei
  • Relational Topology
    Preț: 36961 lei
  • Arithmetic Theory of Elliptic Curves
    Preț: 37340 lei
  • Singular Perturbations
    Preț: 37080 lei
  • 15% Ergodic Theory and Dynamical Systems in their Interactions with Arithmetics and Combinatorics
    Preț: 46187 lei
  • Flexibility of Group Actions on the Circle
    Preț: 25201 lei
  • Lévy Matters V
    Preț: 40363 lei
  • Séminaire de Probabilités L
    Preț: 45507 lei
  • 15% Oracle Inequalities in Empirical Risk Minimization and Sparse Recovery Problems
    Preț: 47988 lei
  • Equivariant Poincaré Duality on G-Manifolds
    Preț: 47628 lei
  • 15% Modern Approaches to Discrete Curvature
    Preț: 48556 lei
  • The Cohomology of Commutative Semigroups
    Preț: 36912 lei
  • Mixed Finite Elements, Compatibility Conditions, and Applications
    Preț: 40436 lei
  • A Modern View of the Riemann Integral
    Preț: 36843 lei
  • Ramanujan Summation of Divergent Series
    Preț: 40220 lei
  • 15% The Hasse - Noether Correspondence 1925 -1935
    Preț: 42596 lei
  • Asymptotic Stability of Steady Compressible Fluids
    Preț: 40386 lei
  • 15% The E. M. Stein Lectures on Hardy Spaces
    Preț: 39021 lei
  • Spear Operators Between Banach Spaces
    Preț: 33629 lei
  • The p-adic Simpson Correspondence and Hodge-Tate Local Systems
    Preț: 48006 lei
  • Kinetic Theories and the Boltzmann Equation: Lectures given at the 1st 1981 Session of the Centro Internazionale Matematico Estivo (C.I.M.E.) Held at Montecatini, Italy, June 10-18, 1981
    Preț: 31364 lei
  • Compactifying Moduli Spaces for Abelian Varieties
    Preț: 37484 lei
  • Mathematical Theory of Feynman Path Integrals
    Preț: 30483 lei
  • 15% Commutative Algebra and its Interactions to Algebraic Geometry
    Preț: 42492 lei
  • An Index and Other Useful Information
    Preț: 36195 lei
  • A Spectral Theory for Simply Periodic Solutions of the Sinh-Gordon Equation
    Preț: 31387 lei
  • Zeta Integrals, Schwartz Spaces and Local Functional Equations
    Preț: 33437 lei
  • Séminaire de Probabilités XVIII 1982/83: Proceedings
    Preț: 41174 lei
  • Bifurcation Theory and Applications: Lectures Given at the 2nd 1983 Session of the Centro Internationale Mathematico Estivo (C.I.M.E.) Held at Montecatini, Italy, June 24-July 2, 1983
    Preț: 31349 lei

Preț: 40531 lei

Puncte Express: 608
Preț estimativ în valută:
7167€ • 8449$ • 6186£

Carte tipărită la comandă

Livrare economică 19 martie-02 aprilie

 Adaugă în coș

Wish list
Gift list
Am citit!
Adaugă în listă

Specificații

ISBN-13: 9783319608877
ISBN-10: 3319608878
Pagini: 272
Ilustrații: XXIII, 245 p. 39 illus., 1 illus. in color.
Dimensiuni: 155 x 235 x 15 mm
Greutate: 0.42 kg
Ediția:1st edition 2017
Editura: Springer
Seria Lecture Notes in Mathematics

Locul publicării:Cham, Switzerland

Cuprins

Basics.- Moments of Levy-type processes.- Parametrix construction.- Parametrix construction: proofs.- Applications.- Appendix.

Textul de pe ultima copertă

Presenting some recent results on the construction and the moments of Lévy-type processes, the focus of this volume is on a new existence theorem, which is proved using a parametrix construction. Applications range from heat kernel estimates for a class of Lévy-type processes to existence and uniqueness theorems for Lévy-driven stochastic differential equations with Hölder continuous coefficients. Moreover, necessary and sufficient conditions for the existence of moments of Lévy-type processes are studied and some estimates on moments are derived. Lévy-type processes behave locally like Lévy processes but, in contrast to Lévy processes, they are not homogeneous in space. Typical examples are processes with varying index of stability and solutions of Lévy-driven stochastic differential equations.

This is the sixth 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 applicati
ons 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.

Caracteristici

All results are illustrated with numerous applications Numerous examples of Lévy-type processes offer new possibilities to model irregular phenomena Detailed explanations help the reader to get a better understanding of Lévy-type processes