Potential Analysis of Stable Processes and its Extensions

Available
0
StarStarStarStarStar
0Reviews

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 Schr...

Read more
product_type_E-book
pdf
Price
44.99 £

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 Schr...

Read more
Follow the Author

Options

  • Formats: pdf
  • ISBN: 9783642021411
  • Publication Date: 14 Jul 2009
  • Publisher: Springer Berlin Heidelberg
  • Product language: English
  • Drm Setting: DRM