MARC Record from harvard_bibliographic_metadata

LEADER: 03107nam a22005295a 4500
001 014157609-X
005 20141003190058.0
008 140116s2013 gw | o ||0| 0|eng d
020 $a9783319026848
020 $a9783319026831 (ebk.)
020 $a9783319026848
020 $a9783319026831
024 7 $a10.1007/978-3-319-02684-8$2doi
035 $a(Springer)9783319026848
040 $aSpringer
050 4 $aQA273.A1-274.9
050 4 $aQA274-274.9
072 7 $aMAT029000$2bisacsh
072 7 $aPBT$2bicssc
072 7 $aPBWL$2bicssc
082 04 $a519.2$223
100 1 $aBöttcher, Björn,$eauthor.
245 10 $aLévy Matters III :$bLévy-Type Processes: Construction, Approximation and Sample Path Properties /$cby Björn Böttcher, René Schilling, Jian Wang.
264 1 $aCham :$bSpringer International Publishing :$bSpringer,$c2013.
300 $aXVIII, 199 p. 1 illus.$bonline resource.
336 $atext$btxt$2rdacontent
337 $acomputer$bc$2rdamedia
338 $aonline resource$bcr$2rdacarrier
347 $atext file$bPDF$2rda
490 1 $aLecture Notes in Mathematics,$x0075-8434 ;$v2099
505 0 $aA 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.
520 $aThis 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 symbol of a Lévy-type process: a non-random function which is the counterpart of the characteristic exponent of a Lévy process. The class of stochastic processes which can be associated with a symbol is characterized, various schemes constructing a stochastic process from a given symbol are discussed, and it is shown how one can use the symbol in order to describe the sample path properties of the underlying process. Lastly, the symbol is used to approximate and simulate Levy-type processes. This is the third 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 applications of Lévy processes and pays tribute to the state of the art of this rapidly evolving subject with special emphasis on the non-Brownian world.
650 20 $aOperator theory.
650 20 $aFunctional analysis.
650 10 $aMathematics.
650 0 $aDistribution (Probability theory)
650 0 $aFunctional analysis.
650 0 $aMathematics.
650 0 $aOperator theory.
650 24 $aMathematics, general.
650 24 $aProbability Theory and Stochastic Processes.
700 1 $aWang, Jian,$eauthor.
700 1 $aSchilling, René,$eauthor.
776 08 $iPrinted edition:$z9783319026831
830 0 $aLecture Notes in Mathematics ;$v2099.
988 $a20140910
906 $0VEN