Title: From L�vy-Type Processes to Parabolic SPDEs (Advanced Courses in Mathematics - CRM Barcelona)
Publisher: Birkh�user
Publication Date: 2017
Language: English
ISBN 10: 3319341197
ISBN 13: 9783319341194
Binding: Soft cover
Condition: New

About this title

Synopsis

This volume presents the lecture notes from two courses given by Davar Khoshnevisan and Ren� Schilling, respectively, at the second Barcelona Summer School on Stochastic Analysis.

Ren� Schilling’s notes are an expanded version of his course on L�vy and L�vy-type processes, the purpose of which is two-fold: on the one hand, the course presents in detail selected properties of the L�vy processes, mainly as Markov processes, and their different constructions, eventually leading to the celebrated L�vy-It� decomposition. On the other, it identifies the infinitesimal generator of the L�vy 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 L�vy processes. The presentation is self-contained, and includes dedicated chapters that review Markov processes, operator semigroups, random measures, etc.

Inturn, 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 L�vy 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.

About the Author

Davar Khoshnevisan is Professor of Mathematics at The University of Utah.

Ren� L. Schilling is Professor of Probability at Technische Universit�t Dresden.

"About this title" may belong to another edition of this title.

Store Description

Hello! Ria Christie Collections is an online venture that was initially set up in 2012 to sell books. We do not have a physical high street store. We are professional online booksellers. We only sell brand new books in perfect condition that we source from various suppliers and the publishers. Primarily, our aim is to provide an excellent service to all our customers. We always work as a team to achieve this. Our other objectives are to: 1. Ensure that all our products reach their destination quickly in a safe and secure manner 2. Answer to all our customer queries within 24 hours 3. Ensure that our customers are happy with their purchases 4. Provide all the items at a competitive price 5. Always listen to our customers Ria Christie Collections is not a registered company. It is a Sole Trader venture. Other key information is shown below: Contact Person Name: Rakesh Luchmun (Mr) Storefront Name: Ria Christie Collections Place of Establishment Address: Suite B; ARUN House; ARUN Building Arundel Road Uxbridge UB8 2RR United Kingdom E-Mail Address: riachristie@hotmail.co.uk VAT Number: GB 160 5650 25 We always work hard and aim to comply with all of Abebooks Policies. If you have any issues, please do not hesitate to write to us whether before or after a purchase. We promise to reply to you promptly and, in any case, within 24 hours. Thank you kindly! Yours sincerely Mr Rakesh Luchmun (Founder) and the Ria Christie Collections Team

Visit Seller's Storefront

Seller's business information

Ryefield Investments Limited
175 Pield Heath Road, Uxbridge, UB8 3NL, United Kingdom

Sale & Shipping Terms

Terms of Sale

All Returns and Refund are as per Abebooks policies.

Right of cancellation

Shipping Terms

Orders usually ship within 2 business days. If your book order is heavy or oversized, we may contact you to let you know extra shipping is required. Thank you!

Shipping rates within United Kingdom

Shipping rates within United Kingdom
Order quantity	4 to 8 business days	4 to 8 business days
First item	� 0.00	� 0.00

Delivery times are set by sellers and vary by carrier and location. Orders passing through Customs may face delays and buyers are responsible for any associated duties or fees. Sellers may contact you regarding additional charges to cover any increased costs to ship your items.