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Lévy Matters VI: Lévy-Type Processes: Moments, Construction and Heat Kernel Estimates (Lecture Notes in Mathematics #2187) book cover by Franziska Kühn
Paperback

Lévy Matters VI: Lévy-Type Processes: Moments, Construction and Heat Kernel Estimates (Lecture Notes in Mathematics #2187)

by Franziska Kühn

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Paperback · 245 pages Springer International Publishing · 2017

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Lévy Matters VI

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 Lévy processes but, in contrast to Lévy processes, they are not homogeneous in space. Typical examples are processes with varying index of stability and solutions of Lévy-driven stochastic differential equations.

This is the sixth volume in a subseries of the Lecture Notes in Mathematics called Lévy Matters. Each volume describes a number of important topics in the theory or applicationsof Lévy processes and pays tribute to the state of the art of this rapidly evolving subject, with special emphasis on the non-Brownian world.


Details

Publisher
Springer International Publishing
Author
Franziska Kühn
Format
Paperback
Published
Oct 14, 2017
ISBN-13
9783319608877
Pages
245
Printing
Printed on demand
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