Regularity and Irregularity of Superprocesses with (1 + β)-stable Branching Mechanism

Leonid Mytnik, Vitali Wachtel (Autoren)

Buch | Softcover

VIII, 77 Seiten

2017 | 1st ed. 2016
Springer International Publishing (Verlag)
978-3-319-50084-3 (ISBN)

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This is the only book discussing multifractal properties of densities of stable superprocesses, containing latest achievements while also giving the reader a comprehensive picture of the state of the art in this area. It is a self-contained presentation of regularity properties of stable superprocesses and proofs of main results and can serve as an introductory text for a graduate course. There are many heuristic explanations of technically involved results and proofs and the reader can get a clear intuitive picture behind the results and techniques.

Introduction, main results and discussion.- Stochastic representation for X and description of the approach for determining regularity.- Some simple properties of (2;d;b )-superprocesses.- Analysis of jumps of superprocesses.- Dichotomy for densities.- Pointwise Hölder exponent at a given point: proof of Theorem 1.3.- Elements of the proof of Theorem 1.5 and Proposition 1.6.- A Estimates for the transition kernel of the one-dimensional Brownian motion.- B Probability inequalities for a spectrally positive stable process.- References.

Erscheinungsdatum	28.01.2017
Reihe/Serie	SpringerBriefs in Probability and Mathematical Statistics
Zusatzinfo	VIII, 77 p. 2 illus.
Verlagsort	Cham
Sprache	englisch
Maße	155 x 235 mm
Themenwelt	Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik
Schlagworte	Hausdorff dimension • Holder Continuity • Local Unboundedness • Mathematics • mathematics and statistics • multifractal spectrum • probability and statistics • Probability theory and stochastic processes • Stable Process • stochastics • Superprocess
ISBN-10	3-319-50084-8 / 3319500848
ISBN-13	978-3-319-50084-3 / 9783319500843
Zustand	Neuware