Temat: Levy processes - Katalog OPAC zbiorów

Skocz do pozycji: 1.

Tytuł:: Potential theory for the α-stable Schrödinger operator on bounded Lipschitz domains
Autorzy:: Bogdan, Krzysztof
Byczkowski, Tomasz
Powiązania:: https://bibliotekanauki.pl/articles/1217276.pdf
Data publikacji:: 1999
Wydawca:: Polska Akademia Nauk. Instytut Matematyczny PAN
Tematy:: α-stable Lévy processes
α-stable Feynman-Kac semigroup
weak fractional Laplacian
α-stable Schrödinger operator
potential theory
q-harmonic functions
conditional gauge theorem
Opis:: The purpose of the paper is to extend results of the potential theory of the classical Schrödinger operator to the α-stable case. To obtain this we analyze a weak version of the Schrödinger operator based on the fractional Laplacian and we prove the Conditional Gauge Theorem.
Źródło:: Studia Mathematica; 1999, 133, 1; 53-92
0039-3223
Pojawia się w:: Studia Mathematica
Dostawca treści:: Biblioteka Nauki

Artykuł

Skocz do pozycji: 2.

Tytuł:: Approximation of finite-dimensional distributions for integrals driven by α-stable Lévy motion
Autorzy:: Janicki, Aleksander
Powiązania:: https://bibliotekanauki.pl/articles/1338939.pdf
Data publikacji:: 1999
Wydawca:: Polska Akademia Nauk. Instytut Matematyczny PAN
Tematy:: stochastic integrals
α-stable Lévy motion
convergence rates
stochastic processes with jumps
Poissonian series representation
Opis:: We present a method of numerical approximation for stochastic integrals involving α-stable Lévy motion as an integrator. Constructions of approximate sums are based on the Poissonian series representation of such random measures. The main result gives an estimate of the rate of convergence of finite-dimensional distributions of finite sums approximating such stochastic integrals. Stochastic integrals driven by such measures are of interest in constructions of models for various problems arising in science and engineering, often providing a better description of real life phenomena than their Gaussian counterparts.
Źródło:: Applicationes Mathematicae; 1998-1999, 25, 4; 473-488
1233-7234
Pojawia się w:: Applicationes Mathematicae
Dostawca treści:: Biblioteka Nauki

Artykuł

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