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
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