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  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Lévy Matters III: Lévy-Type Processes: Construction, Approximation and Sample Path Properties

Lévy Matters III: Lévy-Type Processes: Construction, Approximation and Sample Path Properties

Böttcher, Björn
Wang, Jian
Schilling, René

Paperback

General MathematicsProbability & Statistics

ISBN10: 3319026836
ISBN13: 9783319026831
Publisher: Springer
Published: Jan 28 2014
Pages: 199
Weight: 0.70
Height: 0.47 Width: 6.14 Depth: 9.21
Language: English

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 symbol of a Lévy-type process: a non-random function which is a 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.

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