Stable Lévy and related processes play a key role in stochastic modeling in applied sciences, and especially in financial mathematics. This book covers the potential theory of stable stochastic processes, focusing on those containing the Brownian motion.
Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.
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 Brownian motions (including the relativistic process) and Feynman Kac semigroups generated by certain Schroedinger operators. The authors focus on classes of stable and related processes that contain the Brownian motion as a special case.
This is the first book devoted to the probabilistic potential theory of stable stochastic processes, and, from the analytical point of view, of the fractional Laplacian. The introduction is accessible to non-specialists and provides a general presentation of the fundamental objects of the theory. Besides recent and deep scientific results the book also provides a didactic approach to its topic, as all chapters have been tested on a wide audience, including young mathematicians at a CNRS/HARP Workshop, Angers 2006.
The reader will gain insight into the modern theory of stable and related processes and their potential analysis with a theoretical motivation for the study of their fine properties.
Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.
EUR 10,00 per la spedizione da Germania a Italia
Destinazione, tempi e costiEUR 9,70 per la spedizione da Germania a Italia
Destinazione, tempi e costiDa: Universitätsbuchhandlung Herta Hold GmbH, Berlin, Germania
Gr.-8°. IX, 187 p. Softcover. Versand aus Deutschland / We dispatch from Germany via Air Mail. Einband bestoßen, daher Mängelexemplar gestempelt, sonst sehr guter Zustand. Imperfect copy due to slightly bumped cover, apart from this in very good condition. Stamped. Stamped/gestempelt. Lecture Notes in Mathematics, Vol. 1980. Sprache: Englisch. Codice articolo 4399DB
Quantità: 1 disponibili
Da: Anybook.com, Lincoln, Regno Unito
Condizione: Good. Volume 1980. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,400grams, ISBN:9783642021404. Codice articolo 5780264
Quantità: 1 disponibili
Da: moluna, Greven, Germania
Kartoniert / Broschiert. Condizione: New. Codice articolo 5043595
Quantità: Più di 20 disponibili
Da: GreatBookPrices, Columbia, MD, U.S.A.
Condizione: New. Codice articolo 6401276-n
Quantità: 15 disponibili
Da: Kennys Bookshop and Art Galleries Ltd., Galway, GY, Irlanda
Condizione: New. Stable Levy and related processes play a key role in stochastic modeling in applied sciences, and especially in financial mathematics. This book covers the potential theory of stable stochastic processes, focusing on those containing the Brownian motion. Editor(s): Graczyk, Piotr; Stos, Andrzej. Series: Lecture Notes in Mathematics. Num Pages: 204 pages, 13 black & white illustrations, biography. BIC Classification: PBT; PBWL. Category: (P) Professional & Vocational. Dimension: 234 x 156 x 11. Weight in Grams: 660. . 2009. 2009th Edition. paperback. . . . . Codice articolo V9783642021404
Quantità: 15 disponibili
Da: Best Price, Torrance, CA, U.S.A.
Condizione: New. SUPER FAST SHIPPING. Codice articolo 9783642021404
Quantità: 2 disponibili
Da: GreatBookPrices, Columbia, MD, U.S.A.
Condizione: As New. Unread book in perfect condition. Codice articolo 6401276
Quantità: 15 disponibili
Da: Chiron Media, Wallingford, Regno Unito
PF. Condizione: New. Codice articolo 6666-IUK-9783642021404
Quantità: 10 disponibili
Da: Kennys Bookstore, Olney, MD, U.S.A.
Condizione: New. Stable Levy and related processes play a key role in stochastic modeling in applied sciences, and especially in financial mathematics. This book covers the potential theory of stable stochastic processes, focusing on those containing the Brownian motion. Editor(s): Graczyk, Piotr; Stos, Andrzej. Series: Lecture Notes in Mathematics. Num Pages: 204 pages, 13 black & white illustrations, biography. BIC Classification: PBT; PBWL. Category: (P) Professional & Vocational. Dimension: 234 x 156 x 11. Weight in Grams: 660. . 2009. 2009th Edition. paperback. . . . . Books ship from the US and Ireland. Codice articolo V9783642021404
Quantità: 15 disponibili
Da: AHA-BUCH GmbH, Einbeck, Germania
Taschenbuch. Condizione: Neu. Neuware - 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 Brownian motions (including the relativistic process) and Feynman-Kac semigroups generated by certain Schrödinger operators. The authors focus on classes of stable and related processes that contain the Brownian motion as a special case.This is the first book devoted to the probabilistic potential theory of stable stochastic processes, and, from the analytical point of view, of the fractional Laplacian. The introduction is accessible to non-specialists and provides a general presentation of the fundamental objects of the theory. Besides recent and deep scientific results the book also provides a didactic approach to its topic, as all chapters have been tested on a wide audience, including young mathematicians at a CNRS/HARP Workshop, Angers 2006.The reader will gain insight into the modern theory of stable and related processes and their potential analysis with a theoretical motivation for the study of their fine properties. Codice articolo 9783642021404
Quantità: 2 disponibili