Autore: Jan A. van Casteren

A beautiful interplay between probability theory (Markov processes, martingale theory) on the one hand and operator and spectral theory on the other yields a uniform treatment of several kinds of Ham …

This book provides an introduction to propagator theory. Propagators, or evolution families, are two-parameter analogues of semigroups of operators. Propagators are encountered in analysis, mathemati …

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 infi …