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Introduction

Chapter
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Part of the Probability Theory and Stochastic Modelling book series (PTSM, volume 73)

Abstract

The study of stochastic differential equations (SDEs) driven by Lévy processes in R originated in the book by Skorokhod.

Keywords

Banach Space Brownian Motion Lyapunov Function Mild Solution Partial Differential Operator 
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Notes

Acknowledgments

We would like to thank Professor A.V. Skorokhod who inspired the ideas of this work and Professor S. Albeverio for his influence on applications to SPDEs. We clearly benefitted from discussions with Professor F. Proske, Professor T. Meyer-Brandis and Dr. Li Wang, joint work with whom influenced parts of this book, and Professor Stefan Tappe, who was instrumental in the initial part of the book concerning predictability. In particular, we thank him for carefully reading the initial version and suggesting ideas which led to alternative proofs. It would be amiss not to mention Professor Gawarecki, discussions with whom helped in the organization of the material.

Barbara Rüdiger thanks her daughter Chiara Mastandrea, who is the light of her life.

Copyright information

© Springer International Publishing Switzerland 2015

Authors and Affiliations

  1. 1.Department of Statistics and ProbabilityMichigan State UniversityEast LansingUSA
  2. 2.Department of Mathematics and InformaticsUniversity of WuppertalWuppertalGermany

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