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Lévy Matters

Lévy Matters VI

Lévy-Type Processes: Moments, Construction and Heat Kernel Estimates

Authors: Kühn, Franziska

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  • All results are illustrated with numerous applications
  • Numerous examples of Lévy-type processes offer new possibilities to model irregular phenomena
  • Detailed explanations help the reader to get a better understanding of Lévy-type processes
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  • ISBN 978-3-319-60888-4
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About this book

Presenting some recent results on the construction and the moments of Lévy-type processes, the focus of this volume is on a new existence theorem, which is proved using a parametrix construction. Applications range from heat kernel estimates for a class of Lévy-type processes to existence and uniqueness theorems for Lévy-driven stochastic differential equations with Hölder continuous coefficients. Moreover, necessary and sufficient conditions for the existence of moments of Lévy-type processes are studied and some estimates on moments are derived. Lévy-type processes behave locally like Lévy processes but, in contrast to Lévy processes, they are not homogeneous in space. Typical examples are processes with varying index of stability and solutions of Lévy-driven stochastic differential equations.
This is the sixth volume in a subseries of the Lecture Notes in Mathematics called Lévy Matters. Each volume describes a number of important topics in the theory or applications of Lévy processes and pays tribute to the state of the art of this rapidly evolving subject, with special emphasis on the non-Brownian world.

Table of contents (5 chapters)

Table of contents (5 chapters)

Buy this book

eBook 37,44 €
price for Spain (gross)
  • ISBN 978-3-319-60888-4
  • Digitally watermarked, DRM-free
  • Included format: EPUB, PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover 46,79 €
price for Spain (gross)
  • ISBN 978-3-319-60887-7
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
  • The final prices may differ from the prices shown due to specifics of VAT rules
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Bibliographic Information

Bibliographic Information
Book Title
Lévy Matters VI
Book Subtitle
Lévy-Type Processes: Moments, Construction and Heat Kernel Estimates
Authors
Series Title
Lévy Matters
Series Volume
2187
Copyright
2017
Publisher
Springer International Publishing
Copyright Holder
Springer International Publishing AG
eBook ISBN
978-3-319-60888-4
DOI
10.1007/978-3-319-60888-4
Softcover ISBN
978-3-319-60887-7
Series ISSN
2190-6637
Edition Number
1
Number of Pages
XXIII, 245
Number of Illustrations
38 b/w illustrations, 1 illustrations in colour
Topics