Lévy Matters III
Lévy-Type Processes: Construction, Approximation and Sample Path Properties
This volume presents recent developments in the area of Lévy-type processes and more general stochastic processes that behave locally like a Lévy 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 Lévy-type process: a non-random function which is the counterpart of the characteristic exponent of a Lévy 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…
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Produktdetails
Weitere Autoren: Wang, Jian / Schilling, René
- ISBN: 978-3-319-02683-1
- EAN: 9783319026831
- Produktnummer: 15845752
- Verlag: Springer International Publishing
- Sprache: Englisch
- Erscheinungsjahr: 2014
- Seitenangabe: 220 S.
- Masse: H23.5 cm x B15.5 cm x D1.2 cm 341 g
- Auflage: 2013
- Abbildungen: Paperback
- Gewicht: 341
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