Potential Analysis of Stable Processes and its Extensions
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 Browni...
| Main Authors: | , , , |
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| Format: | eBook |
| Language: | English |
| Published: |
Berlin, Heidelberg
Springer Berlin Heidelberg
2009, 2009
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| Edition: | 1st ed. 2009 |
| Series: | Lecture Notes in Mathematics
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| Subjects: | |
| Online Access: | |
| Collection: | Springer eBooks 2005- - Collection details see MPG.ReNa |
Table of Contents:
- Boundary Potential Theory for Schr#x00F6;dinger Operators Based on Fractional Laplacian
- Nontangential Convergence for #x03B1;-harmonic Functions
- Eigenvalues and Eigenfunctions for Stable Processes
- Potential Theory of Subordinate Brownian Motion