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Pseudo Differential Operators And Markov Processes, Volume Iii: Markov Processes And Applications

By: (Author) Niels Jacob

Werezi Extended Catalogue
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Ksh 28,800.00

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

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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.

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