From Lévy-Type Processes to Parabolic SPDEs

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

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 tw...

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Bibliographic Details
Main Authors: Khoshnevisan, Davar (Author), Schilling, René (Author)
Corporate Author: SpringerLink (Online service)
Other Authors: Utzet, Frederic (Editor), Quer-Sardanyons, Lluis (Editor)
Format: eBook
Language:English
Published: Cham : Springer International Publishing : Imprint: Birkhäuser, 2016.
Edition:1st ed. 2016.
Series:Advanced Courses in Mathematics - CRM Barcelona,
Springer eBook Collection.
Subjects:
Probabilities.
Partial differential equations.
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