Lévy Matters VI
Franziska Kühn
Broschiertes Buch

Lévy Matters VI

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

Versandkostenfrei!
Versandfertig in 6-10 Tagen
34,99 €
inkl. MwSt.
Weitere Ausgaben:
PAYBACK Punkte
17 °P sammeln!
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 ...