Markov processes, Feller semigroups and evolution equations

Markov processes, Feller semigroups and evolution equations

by Casteren, J. A. van

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Title Statements

  • Full title :Markov processes, Feller semigroups and evolution equations / Jan A. van Casteren.

Edition Statements

  • Publication Date:2011.

Publication Statements

  • Publisher(s):World Scientific
  • Place of Publication:Hackensack, N.J
  • Language:eng
  • Publication Date:2011.

The Physical Object

  • Description:1 online resource (xviii, 805 p).

Edition Identifiers

  • ISBN:9789814322195, 9814322199
  • oclc:ocn929311082
  • LC Classification:QA274.7

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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Writers

Casteren, J. A. van

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