1 option
Lévy-type processes : construction, approximation and sample path properties / Björn Böttcher, René Schilling, Jian Wang.
Math/Physics/Astronomy Library QA3 .L28 no.2099
Available
- Format:
- Book
- Author/Creator:
- Böttcher, Björn.
- Series:
- Lecture notes in mathematics (Springer-Verlag) ; 2099.
- Lévy matters ; 3.
- Lecture notes in mathematics, 0075-8434 ; 2099
- Lévy matters ; III
- Language:
- English
- Subjects (All):
- Lévy processes.
- Stochastic processes.
- Sample path analysis.
- Branching processes.
- Trees (Graph theory).
- Physical Description:
- xviii, 199 pages : illustrations ; 24 cm.
- Other Title:
- Lévy-type processes : construction, approximation and sample path properties
- Lévy matters 3
- Place of Publication:
- Cham [Switzerland] ; New York : Springer, [2013]
- Contents:
- 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.
- Notes:
- Includes bibliographical references (pages 181-195) and index.
- ISBN:
- 9783319026831
- 3319026836
- OCLC:
- 870337100
The Penn Libraries is committed to describing library materials using current, accurate, and responsible language. If you discover outdated or inaccurate language, please fill out this feedback form to report it and suggest alternative language.