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Lévy Matters III: Lévy-Type Processes: Construction, Approximation and Sample
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Lévy Matters III: Lévy-Type Processes: Construction, Approximation and Sample Path Properties (Lecture Notes in Mathematics / Lévy Matters) Paperback - 2014

by BJöRN BöTTCHER

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From the publisher

This volume presents recent developments in the area of Lvy-type processes and more general stochastic processes that behave locally like a Lvy 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 Lvy-type process: a non-random function which is a counterpart of the characteristic exponent of a Lvy 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 Lvy Matters. Each volume describes a number of important topics in the theory or applications of Lvy processes and pays tribute to the state of the art of this rapidly evolving subject with special emphasis on the non-Brownian world.

From the rear cover

This volume presents recent developments in the area of Lvy-type processes and more general stochastic processes that behave locally like a Lvy 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 Lvy-type process: a non-random function which is the counterpart of the characteristic exponent of a Lvy 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 Lvy Matters. Each volume describes a number of important topics in the theory or applications of Lvy processes and pays tribute to the state of the art of this rapidly evolving subject with special emphasis on the non-Brownian world.

Details

  • Title Lévy Matters III: Lévy-Type Processes: Construction, Approximation and Sample Path Properties (Lecture Notes in Mathematics / Lévy Matters)
  • Author BJöRN BöTTCHER
  • Binding Paperback
  • Pages 199
  • Language ENG
  • Publisher Springer
  • Publication date 2014
  • Features Illustrated
  • ISBN 9783319026831

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Lévy Matters Iii: Lévy-Type Processes: Construction, Approximation and Sample Path...
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Lévy Matters Iii: Lévy-Type Processes: Construction, Approximation and Sample Path Properties

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Springer, 2014. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,450grams, ISBN:9783319026831
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Lévy Matters III : Lévy-Type Processes: Construction, Approximation and Sample Path Properties

Lévy Matters III : Lévy-Type Processes: Construction, Approximation and Sample Path Properties

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Paperback. New. New Book; Fast Shipping from UK; Not signed; Not First Edition; 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
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Levy Matters III: Levy-Type Processes: Construction, Approximation and Sample Path Properties

Levy Matters III: Levy-Type Processes: Construction, Approximation and Sample Path Properties

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Lévy Matters III: Lévy-Type Processes: Construction, Approximation and Sample Path...
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Lévy Matters III: Lévy-Type Processes: Construction, Approximation and Sample Path Properties (Lecture Notes in Mathematics / Lévy Matters)

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Levy Matters III: Levy-type Processes: Construction, Approximation and Sample Path Properties
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Levy Matters III: Levy-type Processes: Construction, Approximation and Sample Path Properties

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Springer Verlag, 2014. Paperback. New. 2013 edition. 199 pages. 9.00x6.00x0.50 inches.
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Lévy Matters III: Lévy-Type Processes: Construction, Approximation and Sample Path...
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Lévy Matters III: Lévy-Type Processes: Construction, Approximation and Sample Path Properties (Lecture Notes in Mathematics / Lévy Matters)

by Böttcher, Björn, Schilling, René, Wang, Jian

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Lévy Matters III: Lévy-Type Processes: Construction, Approximation and Sample Path Properties
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Lévy Matters III: Lévy-Type Processes: Construction, Approximation and Sample Path Properties

by Böttcher, Björn

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