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Paperback Lévy Matters VI: Lévy-Type Processes: Moments, Construction and Heat Kernel Estimates Book
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ISBN: 3319608878

ISBN13: 9783319608877

Lévy Matters VI: Lévy-Type Processes: Moments, Construction and Heat Kernel Estimates

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Book Overview

Presenting some recent results on the construction and the moments of L vy-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 L vy-type processes to existence and uniqueness theorems for L vy-driven stochastic differential equations with H lder continuous coefficients. Moreover, necessary and sufficient conditions for...

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Math Mathematics Science & Math

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