PSEUDO DIFFERENTIAL OPERATORS AND MARKOV PROCESSES, VOLUME III
by
Niels Jacob
Book Details
Format
Hardback or Cased Book
ISBN-10
1860945686
ISBN-13
9781860945687
Publisher
Imperial College Press
Imprint
Imperial College Press
Country of Manufacture
GB
Country of Publication
GB
Publication Date
Jun 16th, 2005
Print length
504 Pages
Product Classification:
Stochastics
Ksh 28,800.00
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Concentrates on how to construct a Markov process by starting with a suitable pseudo-differential operator. Feller processes, Hunt processes associated with Lp-sub-Markovian semigroups and processes constructed by using the Martingale problem are at the center of the considerations.
This volume concentrates on how to construct a Markov process by starting with a suitable pseudo-differential operator. Feller processes, Hunt processes associated with Lp-sub-Markovian semigroups and processes constructed by using the Martingale problem are at the center of the considerations. The potential theory of these processes is further developed and applications are discussed. Due to the non-locality of the generators, the processes are jump processes and their relations to Levy processes are investigated. Special emphasis is given to the symbol of a process, a notion which generalizes that of the characteristic exponent of a Levy process and provides a natural link to pseudo-differential operator theory.
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