The Resource From Lévy-Type Processes to Parabolic SPDEs, by Davar Khoshnevisan, René Schilling ; edited by Frederic Utzet, Lluis Quer-Sardanyons, (electronic resource)

From Lévy-Type Processes to Parabolic SPDEs, by Davar Khoshnevisan, René Schilling ; edited by Frederic Utzet, Lluis Quer-Sardanyons, (electronic resource)

Label
From Lévy-Type Processes to Parabolic SPDEs
Title
From Lévy-Type Processes to Parabolic SPDEs
Statement of responsibility
by Davar Khoshnevisan, René Schilling ; edited by Frederic Utzet, Lluis Quer-Sardanyons
Creator
Contributor
Author
Editor
Provider
Subject
Language
eng
Summary
This volume presents the lecture notes from two courses given by Davar Khoshnevisan and René Schilling, respectively, at the second Barcelona Summer School on Stochastic Analysis. René Schilling’s notes are an expanded version of his course on Lévy and Lévy-type processes, the purpose of which is two-fold: on the one hand, the course presents in detail selected properties of the Lévy processes, mainly as Markov processes, and their different constructions, eventually leading to the celebrated Lévy-Itô decomposition. On the other, it identifies the infinitesimal generator of the Lévy process as a pseudo-differential operator whose symbol is the characteristic exponent of the process, making it possible to study the properties of Feller processes as space inhomogeneous processes that locally behave like Lévy processes. The presentation is self-contained, and includes dedicated chapters that review Markov processes, operator semigroups, random measures, etc. In turn, Davar Khoshnevisan’s course investigates selected problems in the field of stochastic partial differential equations of parabolic type. More precisely, the main objective is to establish an Invariance Principle for those equations in a rather general setting, and to deduce, as an application, comparison-type results. The framework in which these problems are addressed goes beyond the classical setting, in the sense that the driving noise is assumed to be a multiplicative space-time white noise on a group, and the underlying elliptic operator corresponds to a generator of a Lévy process on that group. This implies that stochastic integration with respect to the above noise, as well as the existence and uniqueness of a solution for the corresponding equation, become relevant in their own right. These aspects are also developed and supplemented by a wealth of illustrative examples
Member of
http://library.link/vocab/creatorName
Khoshnevisan, Davar
Image bit depth
0
LC call number
  • QA273.A1-274.9
  • QA274-274.9
Literary form
non fiction
http://library.link/vocab/relatedWorkOrContributorName
  • Schilling, René.
  • Utzet, Frederic.
  • Quer-Sardanyons, Lluis.
  • SpringerLink
Series statement
Advanced Courses in Mathematics - CRM Barcelona,
http://library.link/vocab/subjectName
  • Mathematics
  • Partial differential equations
  • Probabilities
  • Mathematics
  • Probability Theory and Stochastic Processes
  • Partial Differential Equations
Label
From Lévy-Type Processes to Parabolic SPDEs, by Davar Khoshnevisan, René Schilling ; edited by Frederic Utzet, Lluis Quer-Sardanyons, (electronic resource)
Instantiates
Publication
Antecedent source
mixed
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Color
not applicable
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Dimensions
unknown
Extent
VIII, 219 p.
File format
multiple file formats
Form of item
electronic
Isbn
9783319341200
Level of compression
uncompressed
Media category
computer
Media MARC source
rdamedia
Media type code
c
Other control number
10.1007/978-3-319-34120-0
Other physical details
online resource.
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
(DE-He213)978-3-319-34120-0
Label
From Lévy-Type Processes to Parabolic SPDEs, by Davar Khoshnevisan, René Schilling ; edited by Frederic Utzet, Lluis Quer-Sardanyons, (electronic resource)
Publication
Antecedent source
mixed
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Color
not applicable
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Dimensions
unknown
Extent
VIII, 219 p.
File format
multiple file formats
Form of item
electronic
Isbn
9783319341200
Level of compression
uncompressed
Media category
computer
Media MARC source
rdamedia
Media type code
c
Other control number
10.1007/978-3-319-34120-0
Other physical details
online resource.
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
(DE-He213)978-3-319-34120-0

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