Potential Analysis of Stable Processes and its Extensions is popular PDF and ePub book, written by Krzysztof Bogdan in 2009-07-14, it is a fantastic choice for those who relish reading online the Mathematics genre. Let's immerse ourselves in this engaging Mathematics book by exploring the summary and details provided below. Remember, Potential Analysis of Stable Processes and its Extensions can be Read Online from any device for your convenience.
Potential Analysis of Stable Processes and its Extensions Book PDF 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 Schrödinger 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.
Detail Book of Potential Analysis of Stable Processes and its Extensions PDF
- Author : Krzysztof Bogdan
- Release : 14 July 2009
- Publisher : Springer Science & Business Media
- ISBN : 9783642021411
- Genre : Mathematics
- Total Page : 200 pages
- Language : English
- PDF File Size : 8,7 Mb
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