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 a 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 t…
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Produktdetails
Weitere Autoren: Schilling, René / Wang, Jian
- ISBN: 978-3-319-02684-8
- EAN: 9783319026848
- Produktnummer: 33310715
- Verlag: Springer-Verlag GmbH
- Sprache: Englisch
- Erscheinungsjahr: 2014
- Seitenangabe: 199 S.
- Plattform: PDF
- Masse: 2'453 KB
- Auflage: 2013
- Abbildungen: 1 schwarz-weiße Abbildungen, 1 schwarz-weiße Tabellen, Bibliographie
- Reihenbandnummer: 2099
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