Potential Analysis of Stable Processes and Its Extensions (English, Krzysztof Bogdan | Piotr Graczyk | Tomasz Byczkowski)
by Krzysztof Bogdan | Piotr Graczyk | Tomasz Byczkowski
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Book Details
Publisher
Springer
Language
English
ISBN-13
9783642021404
ISBN-10
3642021409
Author
Krzysztof Bogdan | Piotr Graczyk | Tomasz Byczkowski
About the Book
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 Schrödinger operators. The authors focus on classes of…
ISBN: 9783642021404
ISBN-13: 9783642021404
ISBN-10: 3642021409
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Product ID: isbn-9783642021404
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