BIBFRAME Work

Title

Lévy Matters VI

Type

• Text
• Monograph

Contribution

Kühn, Franziska (aut)

Subject

• M12155
• PBT
• MAT029000 (BISACSH)
• Probabilities (LCSH)
• M27004
• Differential equations, Partial (LCSH)
• PBWL

Language

• English

Classification

• LCC: QA274-274.9 (Status: not used by assigner) (Status: upgraded prepub)
• LCC: QA273.A1-274.9 (Status: not used by assigner) (Status: upgraded prepub)
• DDC: 519.2

Content

• text

Summary

Presenting some recent results on the construction and the moments of Lévy-type processes, the focus of this volume is on a new existence theorem, which is proved using a parametrix construction. Applications range from heat kernel estimates for a class of Lévy-type processes to existence and uniqueness theorems for Lévy-driven stochastic differential equations with Hölder continuous coefficients. Moreover, necessary and sufficient conditions for the existence of moments of Lévy-type processes are studied and some estimates on moments are derived. Lévy-type processes behave locally like Lévy processes but, in contrast to Lévy processes, they are not homogeneous in space. Typical examples are processes with varying index of stability and solutions of Lévy-driven stochastic differential equations. This is the sixth volume in a subseries of the Lecture Notes in Mathematics called Lévy Matters. Each volume describes a number of important topics in the theory or applicati ons of Lévy processes and pays tribute to the state of the art of this rapidly evolving subject, with special emphasis on the non-Brownian world.

Authorized Access Point

Kühn, Franziska. Lévy Matters VI

Admin Metadata

• Date: 2026-09-11T20:13:10.499635+00:00
• Agent: cbc
• Status: c
• Derived from: 21819413

Admin Metadata

• Date: 2026-09-11
• Cataloger id: Unknown
• Description level: http://id.loc.gov/ontologies/bibframe-2-6-0/
• Description language: eng
• Description authentication: pcc