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Markov processes, Feller semigroups ...
~
Casteren, J. A. van.
Markov processes, Feller semigroups and evolution equations
紀錄類型:
書目-電子資源 : 單行本
正題名/作者:
Markov processes, Feller semigroups and evolution equations/ Jan A. van Casteren.
作者:
Casteren, J. A. van.
出版者:
Singapore ;World Scientific, : 2011.,
面頁冊數:
1 online resource (xviii, 805 p.)
標題:
Markov processes. -
電子資源:
http://www.worldscientific.com/worldscibooks/10.1142/7871#t=toc
ISBN:
9789814322195 (electronic bk.)
Markov processes, Feller semigroups and evolution equations
Casteren, J. A. van.
Markov processes, Feller semigroups and evolution equations
[electronic resource] /Jan A. van Casteren. - Singapore ;World Scientific,2011. - 1 online resource (xviii, 805 p.) - Series on concrete and applicable mathematics,v. 121793-1142 ;. - Series on concrete and applicable mathematics ;v. 12..
Includes bibliographical references (p. 759-788) and index.
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.
ISBN: 9789814322195 (electronic bk.)Subjects--Topical Terms:
120448
Markov processes.
Index Terms--Genre/Form:
96803
Electronic books.
LC Class. No.: QA274.7 / .C38 2011eb
Dewey Class. No.: 519.233
Markov processes, Feller semigroups and evolution equations
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http://www.worldscientific.com/worldscibooks/10.1142/7871#t=toc
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