Potential Analysis of Stable Processes and its Extensions
Stable Lv̌y processes and related stochastic processes play an important role in stochastic modelling in applied sciences, in particular in financial mathematics. This book is about the potential theory of stable stochastic processes. It also deals with related topics, such as the subordinate Browni...
| Main Authors: | , , , , , |
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| Corporate Author: | |
| Other Authors: | , |
| Format: | Electronic |
| Language: | English |
| Published: |
Berlin, Heidelberg :
Springer Berlin Heidelberg,
2009.
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| Series: | Lecture Notes in Mathematics,
1980 |
| Subjects: | |
| Online Access: | https://ezaccess.library.uitm.edu.my/login?url=http://dx.doi.org/10.1007/978-3-642-02141-1 |