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.
€249.99
यह ईबुक खरीदें और 1 और मुफ़्त पाएं!
भाषा अंग्रेज़ी ● स्वरूप PDF ● पेज 504 ● ISBN 9781860947155 ● फाइल का आकार 18.6 MB ● प्रकाशक World Scientific Publishing Company ● शहर Singapore ● देश SG ● प्रकाशित 2005 ● डाउनलोड करने योग्य 24 महीने ● मुद्रा EUR ● आईडी 2428613 ● कॉपी सुरक्षा Adobe DRM
एक DRM सक्षम ईबुक रीडर की आवश्यकता है
एक ही लेखक से अधिक ईबुक / संपादक
48,721 इस श्रेणी में ईबुक
