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From Lévy-Type Processes to Parabolic SPDEs
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Studies invariance and comparison principles for parabolic SPDEs in a very general framework beyond the classical setting Presents an extensive introduction to Lévy processes, including the different constructions Provides properties of Feller processes as space inhomogeneous processes that behave locally like Lévy processes
Studies invariance and comparison principles for parabolic SPDEs in a very general framework beyond the classical setting Presents an extensive introduction to Lévy processes, including the different constructions Provides properties of Feller processes as space inhomogeneous processes that behave locally like Lévy processes
Additional information
| Book Format | Hardcover, Softcover |
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Book information
Edition
1st Edition
ISBN [Softcover]
9783319341194
Publisher
Birkhauser
Year
2016
Pages
VIII, 220 p.
Series Title
Advanced Courses in Mathematics - CRM Barcelona
Language
English

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