Items related to Potential Analysis of Stable Processes and its Extensions
Synopsis
Stable L vy 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 Schr dinger 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.
"synopsis" may belong to another edition of this title.
Review
From the reviews:
“The book is a collection of articles on all aspects of the potential theory of stable processes on Rd, written by well-known experts in this field, thereby summarizing recent results in various papers in a unified presentation. ... readers interested in the subject will find this book extremely helpful.” (Wilhelm Stannat, Mathematical Reviews, Issue 2011 i)
“Recently, a lot of progress has been made in the potential theory of stable processes and related Lévy processes. This book is a collection of surveys on some of these recent results made into a book form. This book should be very useful for researchers and graduate students to read the recent progress in the potential theory of stable processes and their generalizations.” (Renming Song, Zentralblatt MATH, Vol. 1203, 2011)
"About this title" may belong to another edition of this title.
- PublisherSpringer
- Publication date2010
- ISBN 10 3642021425
- ISBN 13 9783642021428
- BindingPaperback
- LanguageEnglish
- Number of pages206
(No Available Copies)
Search Books: Create a WantCan't find the book you're looking for? We'll keep searching for you. If one of our booksellers adds it to AbeBooks, we'll let you know!
Create a Want
