Potential analysis of stable processes and its extensions

Resource Information

The work Potential analysis of stable processes and its extensions represents a distinct intellectual or artistic creation found in University of Missouri Libraries. This resource is a combination of several types including: Work, Language Material, Books.

Label

Potential analysis of stable processes and its extensions

Statement of responsibility

Krzysztof Bogdan [and others] ; volume editors, Piotr Graczyk, Andrzej Stos

Contributor

• Bogdan, Krzysztof
• Graczyk, P., (Piotr)
• Stos, Andrzej

Subject

• Analyse fonctionnelle
• Functional analysis
• Functional analysis
• Functional analysis
• Potential theory (Mathematics)
• Potential theory (Mathematics)
• Potential theory (Mathematics)

Language

eng

Summary

Stable Lévy processes and related stochastic processes play an important role in stochastic modelling in applied sciences, in particular in financial mathematics. This book is about the potential theory of stable stochastic processes. It also deals with related topics, such as the subordinate Brownian motions (including the relativistic process) and Feynman-Kac semigroups generated by certain Schroedinger operators. The authors focus on classes of stable and related processes that contain the Brownian motion as a special case. This is the first book devoted to the probabilistic potential theory of stable stochastic processes, and, from the analytical point of view, of the fractional Laplacian. The introduction is accessible to non-specialists and provides a general presentation of the fundamental objects of the theory. Besides recent and deep scientific results the book also provides a didactic approach to its topic, as all chapters have been tested on a wide audience, including young mathematicians at a CNRS/HARP Workshop, Angers 2006. The reader will gain insight into the modern theory of stable and related processes and their potential analysis with a theoretical motivation for the study of their fine properties

Member of

• Lecture notes in mathematics (Springer-Verlag), 1980

Cataloging source

GW5XE

Dewey number

515/.96

Illustrations

illustrations

Index

index present

LC call number

QA404.7

LC item number

.P655 2009

Literary form

non fiction

Nature of contents

• dictionaries
• bibliography

Series statement

Lecture notes in mathematics,

Series volume

1980