Stable Levy processes and related stochastic processes play an important role in stochastic modelling in applied sciences, in particular in financial mathematics. This book is about the potential theory of stable stochastic processes. It also deals with related topics, such as the subordinate Brownian motions (including the relativistic process) and Feynman-Kac semigroups generated by certain Schrodinger operators. The authors focus on classes of stable and related processes that contain the Brownian motion as a special case.

This is the first book devoted to the probabilistic...