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

by Jian Wang, René L. Schilling, Björn Böttcher

This volume presents recent developments in the area of L?vy-type processes and more general stochastic processes that behave locally like a L?vy 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 L?vy-type process: a non-random function which is a counterpart of the characteristic exponent of a L?vy process. The class of stochastic processes...

• Format: Paperback
• Language: English
• ISBN: 3319026836
• ISBN13: 9783319026831
• Release Date: January 2014
• Publisher: Springer
• Length: 199 Pages
• Weight: 0.70 lbs.
• Dimensions: 0.5" x 6.1" x 9.2"