Markov Processes, Feller Semigroups and Evolution Equations
| Author/creator | Van Casteren, Jan A. Author |
| Format | Electronic |
| Publication Info | Hackensack : World Scientific Publishing Company, Incorporated |
| Description | 824 p. |
| Supplemental Content | Full text available from Ebook Central - Academic Complete |
| Subjects |
| Summary | Annotation 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. |
| Access restriction | Available only to authorized users. |
| Technical details | Mode of access: World Wide Web |
| Genre/form | Electronic books. |
| ISBN | 9789814322188 |
| ISBN | 9814322180 (Trade Cloth) Active Record |
| Stock number | 00041155 |
Availability
| Library | Location | Call Number | Status | Item Actions |
|---|---|---|---|---|
| Electronic Resources | Access Content Online | ✔ Available |