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

by Franziska Kühn

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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...

Format:Paperback

Language:English

ISBN:3319608878

ISBN13:9783319608877

Release Date:October 2017

Publisher:Springer

Length:245 Pages

Weight:0.85 lbs.

Dimensions:0.6" x 6.1" x 9.2"

Related Subjects

Math Mathematics Science & Math

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

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