Lévy matters vi: lévy-type processes: moments, construction and heat kernel estimates
Auteur :
Kühn, Franziska
Éditeur :
Springer International Publishing AG
ISBN :
9783319608877
Date de publication :
14 oct. 2017
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Suisse
Presenting some recent results on the construction and the moments of Lévy-type processes, the focus of this volume is on a new existence theorem, which is proved using a parametrix construction. Lévy-type processes behave locally like Lévy processes but, in contrast to Lévy processes, they are not homogeneous in space.