Jan A Van Casteren 
Markov Processes, Feller Semigroups And Evolution Equations [PDF ebook] 

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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.

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Langue Anglais ● Format PDF ● Pages 824 ● ISBN 9789814322195 ● Taille du fichier 7.3 MB ● Maison d’édition World Scientific Publishing Company ● Lieu Singapore ● Pays SG ● Publié 2010 ● Téléchargeable 24 mois ● Devise EUR ● ID 2713291 ● Protection contre la copie Adobe DRM
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