potential analysis stable processes di bogdan krzysztof (11 risultati)

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.

Condizione: New.

Paperback. Condizione: new. Paperback. Stable Levy 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 FeynmanKac 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. Stable Levy processes and related stochastic processes play an important role in stochastic modelling in applied sciences, in particular in financial mathematics. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.

Condizione: New.

Condizione: New. SUPER FAST SHIPPING.

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.

Condizione: As New. Unread book in perfect condition.

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. . . . .

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.

Kartoniert / Broschiert. Condizione: New.

Paperback. Condizione: new. Paperback. Stable Levy 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 FeynmanKac 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. Stable Levy processes and related stochastic processes play an important role in stochastic modelling in applied sciences, in particular in financial mathematics. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.