Markov processes, Feller semigroups and evolution equations
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This volume provides a systematic 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.
Read More ↓Title Statements
- Full title :Markov processes, Feller semigroups and evolution equations / Jan A. van Casteren.
Summary
This volume provides a systematic 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.
Read More ↓Edition Statements
- Publication Date:2010.
Publication Statements
- Publisher(s):World Scientific
- Place of Publication:Singapore
- Language:eng
- Publication Date:2010.
The Physical Object
- Description:xviii, 805 pages ; : 24 cm.
Edition Identifiers
- ISBN:9789814322188, 9814322180
- oclc:on1351475787
- Dewey Decimal:519.2/33
Table of Contents
Pt. 1. Introduction -- pt. 2. Strong Markov processes -- pt. 3. Backward stochastic differential equations -- pt. 4. Long time behavior.
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