Lévy Matters III: Lévy-Type Processes: Construction, Approximation and Sample Path Properties: 2099 (Lecture Notes in Mathematics, 2099) - Image 1

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Springer Lévy Matters III: Lévy-Type Processes: Construction, Approximation and Sample Path Properties: 2099 (Lecture Notes in Mathematics, 2099)

Name: Levy Matters III: Levy-Type Processes: Construction, Approximation and Sample Path Properties: 2099 (Lecture Notes in Mathematics, 2099)
Brand: Springer
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Applied Mathematics

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This volume presents recent developments in the area of Lévy-type processes and more general stochastic processes that behave locally like a Lévy 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 Lévy-type process: a non-random function which is a counterpart of the characteristic exponent of a Lévy 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 Lévy Matters. Each volume describes a number of important topics in the theory or applications of Lévy processes and pays tribute to the state of the art of this rapidly evolving subject with special emphasis on the non-Brownian world.

Product Specifications

Brand: Springer
Format: paperback
ASIN: 3319026836
Category: Books > Subjects > Science, Nature & Maths > Mathematics > Applied Mathematics
Domain: Amazon UK
Release Date: 28 January 2014
Listed Since: 13 September 2013

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Springer Lévy Matters III: Lévy-Type Processes: Construction, Approximation and Sample Path Properties: 2099 (Lecture Notes in Mathematics, 2099)

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