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The Resource From LévyType Processes to Parabolic SPDEs, by Davar Khoshnevisan, René Schilling ; edited by Frederic Utzet, Lluis QuerSardanyons, (electronic resource)
From LévyType Processes to Parabolic SPDEs, by Davar Khoshnevisan, René Schilling ; edited by Frederic Utzet, Lluis QuerSardanyons, (electronic resource)
Resource Information
The item From LévyType Processes to Parabolic SPDEs, by Davar Khoshnevisan, René Schilling ; edited by Frederic Utzet, Lluis QuerSardanyons, (electronic resource) represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in Boston University Libraries.This item is available to borrow from all library branches.
Resource Information
The item From LévyType Processes to Parabolic SPDEs, by Davar Khoshnevisan, René Schilling ; edited by Frederic Utzet, Lluis QuerSardanyons, (electronic resource) represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in Boston University Libraries.
This item is available to borrow from all library branches.
 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 Lévytype processes, the purpose of which is twofold: 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 LévyItô decomposition. On the other, it identifies the infinitesimal generator of the Lévy process as a pseudodifferential 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 selfcontained, 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, comparisontype 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 spacetime 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
 Language
 eng
 Extent
 VIII, 219 p.
 Isbn
 9783319341200
 Label
 From LévyType Processes to Parabolic SPDEs
 Title
 From LévyType Processes to Parabolic SPDEs
 Statement of responsibility
 by Davar Khoshnevisan, René Schilling ; edited by Frederic Utzet, Lluis QuerSardanyons
 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 Lévytype processes, the purpose of which is twofold: 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 LévyItô decomposition. On the other, it identifies the infinitesimal generator of the Lévy process as a pseudodifferential 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 selfcontained, 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, comparisontype 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 spacetime 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
 http://library.link/vocab/creatorName
 Khoshnevisan, Davar
 Image bit depth
 0
 LC call number

 QA273.A1274.9
 QA274274.9
 Literary form
 non fiction
 http://library.link/vocab/relatedWorkOrContributorName

 Schilling, René.
 Utzet, Frederic.
 QuerSardanyons, 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 LévyType Processes to Parabolic SPDEs, by Davar Khoshnevisan, René Schilling ; edited by Frederic Utzet, Lluis QuerSardanyons, (electronic resource)
 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
 10.1007/9783319341200
 Other physical details
 online resource.
 Quality assurance targets
 absent
 Reformatting quality
 access
 Specific material designation
 remote
 System control number
 (DEHe213)9783319341200
 Label
 From LévyType Processes to Parabolic SPDEs, by Davar Khoshnevisan, René Schilling ; edited by Frederic Utzet, Lluis QuerSardanyons, (electronic resource)
 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
 10.1007/9783319341200
 Other physical details
 online resource.
 Quality assurance targets
 absent
 Reformatting quality
 access
 Specific material designation
 remote
 System control number
 (DEHe213)9783319341200
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