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Markov Processes Feller Semigroups And Evolution Equations Series On Concrete And Applicable Mathematics Jan A Van Casteren

  • SKU: BELL-2446178
Markov Processes Feller Semigroups And Evolution Equations Series On Concrete And Applicable Mathematics Jan A Van Casteren
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Markov Processes Feller Semigroups And Evolution Equations Series On Concrete And Applicable Mathematics Jan A Van Casteren instant download after payment.

Publisher: World Scientific Publishing Company
File Extension: PDF
File size: 6.94 MB
Pages: 825
Author: Jan A. van Casteren
ISBN: 9789814322188, 9814322180
Language: English
Year: 2010

Product desciption

Markov Processes Feller Semigroups And Evolution Equations Series On Concrete And Applicable Mathematics Jan A Van Casteren by Jan A. Van Casteren 9789814322188, 9814322180 instant download after payment.

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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