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Beteiligte Personen:	Böttcher, Björn (VerfasserIn), Schilling, René L. 1969- (VerfasserIn), Wang, Jian (VerfasserIn)
Format:	Elektronisch E-Book
Sprache:	Englisch
Veröffentlicht:	Cham Springer International Publishing 2013
Schriftenreihe:	Lecture notes in mathematics 2099
Links:	https://doi.org/10.1007/978-3-319-02684-8 http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027143798&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027143798&sequence=000003&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA
Umfang:	1 Online-Ressource (XVIII, 199 S.) Ill.
ISBN:	9783319026848
DOI:	10.1007/978-3-319-02684-8

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Datensatz im Suchindex

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adam_text	LEVY MATTERS III / BOETTCHER, BJOERN : 2013 TABLE OF CONTENTS / INHALTSVERZEICHNIS A PRIMER ON FELLER SEMIGROUPS AND FELLER PROCESSES FELLER GENERATORS AND SYMBOLS CONSTRUCTION OF FELLER PROCESSES TRANSFORMATIONS OF FELLER PROCESSES SAMPLE PATH PROPERTIES GLOBAL PROPERTIES APPROXIMATION OPEN PROBLEMS REFERENCES INDEX DIESES SCHRIFTSTUECK WURDE MASCHINELL ERZEUGT. LEVY MATTERS III / BOETTCHER, BJOERN : 2013 ABSTRACT / INHALTSTEXT THIS VOLUME PRESENTS RECENT DEVELOPMENTS IN THE AREA OF LEVY-TYPE PROCESSES AND MORE GENERAL STOCHASTIC PROCESSES THAT BEHAVE LOCALLY LIKE A LEVY PROCESS. ALTHOUGH WRITTEN IN A SURVEY STYLE, QUITE A FEW RESULTS ARE EXTENSIONS OF KNOWN THEOREMS, AND OTHERS ARE COMPLETELY NEW. THE FOCUS IS ON THE SYMBOL OF A LEVY-TYPE PROCESS: A NON-RANDOM FUNCTION WHICH ISTHE COUNTERPART OF THE CHARACTERISTIC EXPONENT OF A LEVY PROCESS. THE CLASS OF STOCHASTIC PROCESSES WHICH CAN BE ASSOCIATED WITH A SYMBOL IS CHARACTERIZED, VARIOUS SCHEMES CONSTRUCTING A STOCHASTIC PROCESS FROM A GIVEN SYMBOL ARE DISCUSSED, AND IT IS SHOWN HOW ONE CAN USE THE SYMBOL IN ORDER TO DESCRIBE THE SAMPLE PATH PROPERTIES OF THE UNDERLYING PROCESS. LASTLY, THE SYMBOL IS USED TO APPROXIMATE AND SIMULATE LEVY-TYPE PROCESSES. THIS IS THE THIRD VOLUME IN A SUBSERIES OF THE LECTURE NOTES IN MATHEMATICS CALLED LEVY MATTERS. EACH VOLUME DESCRIBES A NUMBER OF IMPORTANT TOPICS IN THE THEORY OR APPLICATIONS OF LEVY PROCESSES AND PAYS TRIBUTE TO THE STATE OF THE ART OF THIS RAPIDLY EVOLVING SUBJECT WITH SPECIAL EMPHASIS ON THE NON-BROWNIAN WORLD DIESES SCHRIFTSTUECK WURDE MASCHINELL ERZEUGT.
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series	Lecture notes in mathematics
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spellingShingle	Böttcher, Björn Schilling, René L. 1969- Wang, Jian Lecture notes in mathematics Lecture notes in mathematics
title	Lecture notes in mathematics
title_auth	Lecture notes in mathematics
title_exact_search	Lecture notes in mathematics
title_full	Lecture notes in mathematics 3 Lévy-type processes : construction, approximation and sample path properties Björn Böttcher ; René Schilling ; Jian Wang
title_fullStr	Lecture notes in mathematics 3 Lévy-type processes : construction, approximation and sample path properties Björn Böttcher ; René Schilling ; Jian Wang
title_full_unstemmed	Lecture notes in mathematics 3 Lévy-type processes : construction, approximation and sample path properties Björn Böttcher ; René Schilling ; Jian Wang
title_short	Lecture notes in mathematics
title_sort	lecture notes in mathematics levy type processes construction approximation and sample path properties
url	https://doi.org/10.1007/978-3-319-02684-8 http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027143798&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027143798&sequence=000003&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA
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