Nonlinear Markov Semigroups and Interacting Lévy Type Processes
Author:
Publisher
Springer Science and Business Media LLC
Subject
Mathematical Physics,Statistical and Nonlinear Physics
Link
http://link.springer.com/content/pdf/10.1007/s10955-006-9211-y.pdf
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2. D. J. Aldous, Deterministic and stochastic models for coalescence (aggregation and coagulation): a review of the mean-field theory for probabilists. Bernoulli 5(1):3–48 (1999).
3. D. Applebaum, Lévy processes and stochastic calculus. Cambridge Studies in Advanced Mathematics, 93. Cambridge University Press, Cambridge (2004).
4. O. E. Barndorff-Nielsen et al. (eds.), Lévy processes: Theory and Applications. Birkhäuser (2001).
5. R. Bass, Stochastic differential equations with jumps. Probab. Surv. 1:1–19 (2004) (electronic).
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