Jan A van Casteren
Markov Processes, Feller Semigroups and Evolution Equations
Gebonden EN 2010 9789814322188Levertijd ± 16 werkdagen
Gratis verzonden
Samenvatting
The book provides a systemic treatment of time-dependent strong Markov processes with values in a Polish space. It describes its generators and the link with stochastic differential equations in infinite dimensions. In a unifying way, where the square gradient operator is employed, new results for backward stochastic differential equations and long-time behavior are discussed in depth. The book also establishes a link between propagators or evolution families with the Feller property and time-inhomogeneous Markov processes. This mathematical material finds its applications in several branches of the scientific world, among which are mathematical physics, hedging models in financial mathematics, and population models.
Specificaties
ISBN13:9789814322188
Taal:EN
Bindwijze:Gebonden
Aantal pagina's:824
Uitgever:World Scientific Publishing Co Pte Ltd
Thema:
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