Imperial College Press
Pseudo Differential Operators and Markov Processes, Volume II: Generators and Their Potential Theory
$183.55
Imperial College Press
Pseudo Differential Operators and Markov Processes, Volume III: Markov Processes and Applications
Product Code:
9781860945687
ISBN13:
9781860945687
Condition:
New
$191.83
Pseudo Differential Operators and Markov Processes, Volume III: Markov Processes and Applications
$191.83
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.
| Author: Niels Jacob |
| Publisher: Imperial College Press |
| Publication Date: Jun 16, 2005 |
| Number of Pages: 504 pages |
| Binding: Hardback or Cased Book |
| ISBN-10: 1860945686 |
| ISBN-13: 9781860945687 |
Related Products
Imperial College Press
Pseudo Differential Operators and Markov Processes, Volume I: Fourier Analysis and Semigroups
$198.03
