Krzysztof Bogdan, "Potential Analysis of Stable Processes and its Extensions "
English | ISBN: 3642021409 | 2009 | 204 pages | PDF | 2 MB
English | ISBN: 3642021409 | 2009 | 204 pages | PDF | 2 MB
Stable Lévy and related processes play a key role in stochastic modeling in applied sciences, and especially in financial mathematics. This book covers the potential theory of stable stochastic processes, focusing on those containing the Brownian motion.