Lévy Matters III Lévy-Type Processes: Construction, Approximation and Sample Path Properties
This volume presents recent developments in the area of Lévy-type processes and more general stochastic processes that behave locally like a Lévy process. Although written in a survey style, quite a few results are extensions of known theorems, and others are completely new. The focus is on the symb...
| Main Authors: | , , |
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| Format: | eBook |
| Language: | English |
| Published: |
Cham
Springer International Publishing
2013, 2013
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| Edition: | 1st ed. 2013 |
| Series: | Lévy Matters, A Subseries on Lévy Processes
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| Subjects: | |
| Online Access: | |
| Collection: | Springer eBooks 2005- - Collection details see MPG.ReNa |
Table of 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
- References
- Index