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

• Main Authors: Böttcher, Björn. (Author), Schilling, René. (Author), Wang, Jian. (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2013.
• Series: Lecture Notes in Mathematics, 2099
• Subjects: Mathematics.; Functional analysis.; Operator theory.; Probabilities.; Probability Theory and Stochastic Processes.; Mathematics, general.; Functional Analysis.; Operator Theory.
• Online Access: View fulltext via EzAccess

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 sy...

Table of Contents:

• A Primer on Feller Semigroups and Feller Processes
• Feller Generators and Symbols
• Construction of Feller Processes
• Transformations of Feller Processes
• Sample Path Properties
• Global Properties
• Approximation
• Open Problems
• References
• Index.