Markov Processes, Feller Semigroups And Evolution Equations Hardback
by Jan A (Univ Of Antwerp, Belgium) Van Casteren
Part of the Series on Concrete & Applicable Mathematics series
Hardback
- Information
Description
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.
Information
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Available to Order - This title is available to order, with delivery expected within 2 weeks
- Format:Hardback
- Pages:824 pages
- Publisher:World Scientific Publishing Co Pte Ltd
- Publication Date:26/11/2010
- Category:
- ISBN:9789814322188
Information
-
Available to Order - This title is available to order, with delivery expected within 2 weeks
- Format:Hardback
- Pages:824 pages
- Publisher:World Scientific Publishing Co Pte Ltd
- Publication Date:26/11/2010
- Category:
- ISBN:9789814322188
