Potential Analysis of Stable Processes and its Extensions

Name: Potential Analysis of Stable Processes and its Extensions
Brand: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
SKU: 9783642021404
Price: 246.31 PLN
Availability: InStock

Autor: Piotr Graczyk, Andrzej Stos

Język:

Oprawa: Miękka

Wydawca: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG

Dostępność: Dostępna u dostawcy w małych ilościach

Wysyłamy za 13-18 dni

246.31 zł

Stable Lévy processes and related stochastic processes play an important role in stochastic modellin...

Informacje o książce

Autor

Piotr Graczyk, Andrzej Stos

Język

Angielski

Oprawa

Książka - Miękka

Data wydania

2009

strony

194

EAN

9783642021404

ISBN

3642021409

Enbook ID

01649870

Wydawca

Springer-Verlag Berlin and Heidelberg GmbH & Co. KG

Waga

660

Wymiary

155 x 235 x 13

Pełny opis

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 Schrödinger operators. The authors focus on classes of stable and related processes that contain the Brownian motion as a special case.§This is the first book devoted to the probabilistic potential theory of stable stochastic processes, and, from the analytical point of view, of the fractional Laplacian. The introduction is accessible to non-specialists and provides a general presentation of the fundamental objects of the theory. Besides recent and deep scientific results the book also provides a didactic approach to its topic, as all chapters have been tested on a wide audience, including young mathematicians at a CNRS/HARP Workshop, Angers 2006.§The reader will gain insight into the modern theory of stable and related processes and their potential analysis with a theoretical motivation for the study of their fine properties.

Możesz być zainteresowany

Klienci, którzy kupili tę książkę, kupili również

Najczęściej wyszukiwane

Categories

Authors

Publishers

Produkty

Produkty

Najczęściej wyszukiwane

Categories

Authors

Publishers

Produkty

Produkty

Potential Analysis of Stable Processes and its Extensions

Informacje o książce

Pełny opis

Możesz być zainteresowany

Klienci, którzy kupili tę książkę, kupili również