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Markov Processes, Feller Semigroups And Evolution Equations on Hardback by Jan A.Van Casteren
Markov Processes, Feller Semigroups And Evolution Equations on Hardback by Jan A.Van Casteren
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Markov Processes, Feller Semigroups And Evolution Equations

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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.
Release date NZ
November 26th, 2010
Audience
  • Postgraduate, Research & Scholarly
Pages
824
Dimensions
155x231x46
ISBN-13
9789814322188
Product ID
10095864

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