books
potential analysis of stable processes and its extensions
p stable levy 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 brownian motions including the relativistic process and feynman kac semigroups generated by certain schrodinger operators . the authors focus on classes of stable and related processes that contain the brownian motion as a special case . p this is the first book devoted to the probabilistic potential theory of stable stochastic processes and from the analytical point of view of the fractional laplacian . the introduction is accessible to non specialists and provides a general presentation of the fundamental objects of the theory . besides recent and deep scientific results the book also provides a didactic approach to its topic as all chapters have been tested on a wide audience including young mathematicians at a cnrs harp workshop angers 2006 . p the reader will gain insight into the modern theory of stable and related processes and their potential analysis with a theoretical motivation for the study of their fine properties .
paperback springer 2009 isbn13 9783642021404 isbn10 3642021409
abridged n isbn 13 9783642021404 number in series 1 number of pages 187 publisher springer verlag release date 62135769600000 series title lecture notes in mathematics