Levy Matters VI : Levy-Type Processes: Moments, Construction and Heat Kernel Estimates
1st ed. 2017
Book Details
Format
Paperback / Softback
Book Series
Lecture Notes in Mathematics
ISBN-10
3319608878
ISBN-13
9783319608877
Edition
1st ed. 2017
Publisher
Springer International Publishing AG
Imprint
Springer International Publishing AG
Country of Manufacture
CH
Country of Publication
GB
Publication Date
Oct 14th, 2017
Print length
245 Pages
Weight
414 grams
Dimensions
15.80 x 23.30 x 2.00 cms
Product Classification:
Differential calculus & equationsProbability & statisticsStochastics
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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. Lévy-type processes behave locally like Lévy processes but, in contrast to Lévy processes, they are not homogeneous in space.
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 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.
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