Lévy matters. VI, Lévy-type processes : moments, construction and heat kernel estimates / Franziska Kühn.

Format:

Book

Author/Creator:

Kühn, Franziska, 1989- author.

Series:

Lecture notes in mathematics (Springer-Verlag) ; 2187.

Lévy matters ; 6.

Lecture notes in mathematics, 0075-8434 ; 2187

Lévy matters, 2190-6637 ; 6

Language:

English

Subjects (All):

Lévy processes.

Physical Description:

xxiii, 243 pages : illustrations ; 24 cm.

Other Title:

Lévy matters 6

Lévy-type processes, moments, construction and heat kernel estimates

Place of Publication:

Cham [Switzerland] : Springer, [2017]

Notes:

Includes bibliographical references (pages 235-240) and index.

"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"--Back cover.

ISBN:

9783319608877

3319608878

OCLC:

1008588510

Publisher Number:

9783319608877