Potential Analysis of Stable Processes and its Extensions

• Main Authors: Bogdan, Krzysztof. (Author), Byczkowski, Tomasz. (Author), Kulczycki, Tadeusz. (Author), Ryznar, Michal. (Author), Song, Renming. (Author), Vondracek, Zoran. (Author)
• Corporate Author: SpringerLink (Online service)
• Other Authors: Graczyk, Piotr. (Editor), Stos, Andrzej. (Editor)
• Format: Electronic
• Language: English
• Published: Berlin, Heidelberg : Springer Berlin Heidelberg, 2009.
• Series: Lecture Notes in Mathematics, 1980
• Subjects: Mathematics.; Potential theory (Mathematics).; Distribution (Probability theory).; Probability Theory and Stochastic Processes.; Potential Theory.
• Online Access: https://ezaccess.library.uitm.edu.my/login?url=http://dx.doi.org/10.1007/978-3-642-02141-1

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...

Table of Contents:

• 1 Introduction
• 2 Boundary Potential Theory
• 3 Nontangential Convergence
• 4 Eigenvalues and Eigenfunctions for Stable Processes
• 5 Potential Theory of Subordinate Brownian Motion.