Markov Processes, Feller Semigroups And Evolution Equations (Hardcover)

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.

General

Imprint:	World Scientific Publishing Co Pte Ltd
Country of origin:	Singapore
Series:	Series on Concrete & Applicable Mathematics, 12
Release date:	November 2010
First published:	November 2010
Authors:	Jan A. van Casteren
Dimensions:	233 x 155 x 52mm (L x W x T)
Format:	Hardcover
Pages:	824
ISBN-13:	978-981-4322-18-8
Categories:	Books > Science & Mathematics > Mathematics > Applied mathematics > Stochastics
LSN:	981-4322-18-0
Barcode:	9789814322188

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