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Item Details
| Title:
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LEVY MATTERS III
LEVY-TYPE PROCESSES: CONSTRUCTION, APPROXIMATION AND SAMPLE PATH PROPERTIES |
| By: |
Bjorn Bottcher, Rene Schilling, Jian Wang |
| Format: |
Paperback |
| List price:
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£40.99 |
| Our price: |
£35.87 |
| Discount: |
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| You save:
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£5.12 |
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| ISBN 10: |
3319026836 |
| ISBN 13: |
9783319026831 |
| Availability: |
Usually dispatched within 1-3 weeks.
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| Stock: |
Currently 0 available |
| Publisher: |
SPRINGER INTERNATIONAL PUBLISHING AG |
| Pub. date: |
17 January, 2014 |
| Edition: |
2013 ed. |
| Series: |
Lecture Notes in Mathematics 2099 |
| Pages: |
199 |
| Synopsis: |
This volume presents recent developments in the area of Levy-type processes and more general stochastic processes that behave locally like a Levy 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 Levy-type process: a non-random function which is a counterpart of the characteristic exponent of a Levy 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.This is the third volume in a subseries of the Lecture Notes in Mathematics called Levy Matters. Each volume describes a number of important topics in the theory or applications of Levy processes and pays tribute to the state of the art of this rapidly evolving subject with special emphasis on the non-Brownian world. |
| Illustrations: |
1 Tables, black and white; 1 Illustrations, black and white; XVIII, 199 p. |
| Publication: |
Switzerland |
| Imprint: |
Springer International Publishing AG |
| Returns: |
Returnable |
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