Markov Processes, Feller Semigroups and Evolution Equations
Book Details
Format
Hardback
Book Series
Series on Concrete & Applicable Mathematics
ISBN-10
9814322180
ISBN-13
9789814322188
Publisher
World Scientific Publishing Co Pte Ltd
Imprint
World Scientific Publishing Co Pte Ltd
Country of Manufacture
GB
Country of Publication
GB
Publication Date
Nov 26th, 2010
Print length
824 Pages
Weight
1,274 grams
Dimensions
23.30 x 15.50 x 5.20 cms
Product Classification:
Stochastics
KSh 46,800.00
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Provides a systemic treatment of time-dependent strong Markov processes with values in a Polish space. This book describes its generators and the link with stochastic differential equations in infinite dimensions.
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.
Get Markov Processes, Feller Semigroups and Evolution Equations by Jan A Van Casteren at the best price and quality guaranteed only at Werezi Africa's largest book ecommerce store. The book was published by World Scientific Publishing Co Pte Ltd and it has 824 pages.
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