World Scientific Publishing Company
Markov Processes, Feller Semigroups and Evolution Equations
Product Code:
9789814322188
ISBN13:
9789814322188
Condition:
New
$315.97
Markov Processes, Feller Semigroups and Evolution Equations
$315.97
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.
| Author: Jan A. Van Casteren |
| Publisher: World Scientific Publishing Company |
| Publication Date: 40508 |
| Number of Pages: 824 pages |
| Binding: Mathematics |
| ISBN-10: 9814322180 |
| ISBN-13: 9789814322188 |
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