Presenting some recent results on the construction and the moments of
Lévy-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 Lévy-type processes
to existence and uniqueness theorems for Lévy-driven stochastic
differential equations with Hölder continuous coefficients. Moreover,
necessary and sufficient conditions for the existence of moments of
Lévy-type processes are studied and some estimates on moments are
derived. Lévy-type processes behave locally like Lévy processes but,
in contrast to Lévy processes, they are not homogeneous in space.
Typical examples are processes with varying index of stability and
solutions of Lévy-driven stochastic differential equations. This is
the sixth volume in a subseries of the Lecture Notes in Mathematics
called Lévy Matters. Each volume describes a number of important
topics in the theory or applicationsof Lévy processes and pays
tribute to the state of the art of this rapidly evolving subject, with
special emphasis on the non-Brownian world.
Les mer
Lévy-Type Processes: Moments, Construction and Heat Kernel Estimates
Produktdetaljer
ISBN
9783319608884
Publisert
2018
Utgiver
Springer Nature
Språk
Product language
Engelsk
Format
Product format
Digital bok
Forfatter