From Lévy-Type Processes to Parabolic Spdes

by Rene Schilling and Davar Khoshnevisan

This volume presents the lecture notes from two courses given by Davar Khoshnevisan and Ren Schilling, respectively, at the second Barcelona Summer School on Stochastic Analysis.

Ren Schilling's notes are an expanded version of his course on L vy and L vy-type processes, the purpose of which is two-fold: on the one hand, the course presents in detail selected properties of the L vy processes, mainly as Markov processes, and their different...

• Format: Paperback
• Language: English
• ISBN: 3319341197
• ISBN13: 9783319341194
• Release Date: January 2017
• Publisher: Birkhauser
• Length: 220 Pages
• Weight: 0.82 lbs.
• Dimensions: 0.5" x 6.7" x 9.6"