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Lévy matters III : Lévy-type processes : construction, approximation and sample path properties / Björn Böttcher, René Schilling, Jian Wang.

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Author/Creator:
Böttcher, Björn.
Language:
English.
Publication date:
2013
Copyright date:
2013
Publication:
Cham [Switzerland] ; New York : Springer, [2013]
Copyright notice:
©2013
Format:
  • Book
  • xviii, 199 pages : illustrations ; 24 cm.
Title Variation:
Lévy-type processes : construction, approximation and sample path properties
Bibliography:
Includes bibliographical references (pages 181-195) and index.
Contents:
  • A primer on Feller semigroups and Feller processes
  • Feller generators and symbols
  • Construction of Feller processes
  • Transformations of Feller processes
  • Sample path properties
  • Global properties
  • Approximation
  • Open problems.
Contributor:
Schilling, René L.
Wang, Jian.
Series:
Lecture notes in mathematics, 0075-8434 ; 2099
Lecture notes in mathematics (Springer-Verlag) 2099.
Subjects:
ISBN:
9783319026831
3319026836

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