Logo - springer
Slogan - springer

Mathematics - Probability Theory and Stochastic Processes | Potential Analysis of Stable Processes and its Extensions

Potential Analysis of Stable Processes and its Extensions

Series: Lecture Notes in Mathematics, Vol. 1980

Bogdan, K., Byczkowski, T., Kulczycki, T., Ryznar, M., Song, R., Vondracek, Z.

Graczyk, Piotr, Stos, Andrzej (Eds.)


Available Formats:

Springer eBooks may be purchased by end-customers only and are sold without copy protection (DRM free). Instead, all eBooks include personalized watermarks. This means you can read the Springer eBooks across numerous devices such as Laptops, eReaders, and tablets.

You can pay for Springer eBooks with Visa, Mastercard, American Express or Paypal.

After the purchase you can directly download the eBook file or read it online in our Springer eBook Reader. Furthermore your eBook will be stored in your MySpringer account. So you can always re-download your eBooks.


(net) price for USA

ISBN 978-3-642-02141-1

digitally watermarked, no DRM

Included Format: PDF

download immediately after purchase

learn more about Springer eBooks

add to marked items


Softcover (also known as softback) version.

You can pay for Springer Books with Visa, Mastercard, American Express or Paypal.

Standard shipping is free of charge for individual customers.


(net) price for USA

ISBN 978-3-642-02140-4

free shipping for individuals worldwide

usually dispatched within 3 to 5 business days

add to marked items

Stable Lévy 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 Schroedinger 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.

Content Level » Research

Keywords » Brownian motion - Lévy process - Stochastic processes - alpha-harmonic functions - fractional Laplacian - probabilistic potential theory - stable processes - stochastic process - subordinate processes

Related subjects » Analysis - Mathematics - Probability Theory and Stochastic Processes

Table of contents / Sample pages 

Boundary Potential Theory for Schrödinger Operators Based on Fractional Laplacian.- Nontangential Convergence for α-harmonic Functions.- Eigenvalues and Eigenfunctions for Stable Processes.- Potential Theory of Subordinate Brownian Motion.

Popular Content within this publication 



Read this Book on Springerlink

Services for this book

New Book Alert

Get alerted on new Springer publications in the subject area of Probability Theory and Stochastic Processes.