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Potential Analysis of Stable Processes and its Extensions (Paperback, 2009 ed.) Loot Price: R1,562
Discovery Miles 15 620
Potential Analysis of Stable Processes and its Extensions (Paperback, 2009 ed.): Piotr Graczyk

Potential Analysis of Stable Processes and its Extensions (Paperback, 2009 ed.)

Piotr Graczyk; Krzysztof Bogdan, Tomasz Byczkowski; Edited by Andrzej Stos; Tadeusz Kulczycki, Michal Ryznar, Renming Song, Zoran Vondracek

Series: Lecture Notes in Mathematics, 1980

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Loot Price R1,562 Discovery Miles 15 620 | Repayment Terms: R146 pm x 12*

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Stable Levy 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 Schrodinger 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."

General

Imprint: Springer-Verlag
Country of origin: Germany
Series: Lecture Notes in Mathematics, 1980
Release date: July 2009
First published: 2009
Editors: Piotr Graczyk
Authors: Krzysztof Bogdan • Tomasz Byczkowski
Editors: Andrzej Stos
Authors: Tadeusz Kulczycki • Michal Ryznar • Renming Song • Zoran Vondracek
Dimensions: 235 x 155 x 11mm (L x W x T)
Format: Paperback
Pages: 194
Edition: 2009 ed.
ISBN-13: 978-3-642-02140-4
Categories: Books > Science & Mathematics > Mathematics > Probability & statistics
Books > Science & Mathematics > Mathematics > Applied mathematics > Stochastics
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LSN: 3-642-02140-9
Barcode: 9783642021404

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