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Pseudo Differential Operators And Markov Processes, Volume Iii: Markov Processes And Applications (Hardcover) Loot Price: R4,794
Discovery Miles 47 940
Repayment Terms: R449 pm x 12*
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Pseudo Differential Operators And Markov Processes, Volume Iii: Markov Processes And Applications (Hardcover): Niels Jacob

Pseudo Differential Operators And Markov Processes, Volume Iii: Markov Processes And Applications (Hardcover)

Niels Jacob

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Loot Price R4,794 Discovery Miles 47 940 | Repayment Terms: R449 pm x 12*

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This volume concentrates on how to construct a Markov process by starting with a suitable pseudo-differential operator. Feller processes, Hunt processes associated with Lp-sub-Markovian semigroups and processes constructed by using the Martingale problem are at the center of the considerations. The potential theory of these processes is further developed and applications are discussed. Due to the non-locality of the generators, the processes are jump processes and their relations to Levy processes are investigated. Special emphasis is given to the symbol of a process, a notion which generalizes that of the characteristic exponent of a Levy process and provides a natural link to pseudo-differential operator theory.

General

Imprint: Imperial College Press
Country of origin: United Kingdom
Release date: June 2005
First published: June 2005
Authors: Niels Jacob
Dimensions: 233 x 166 x 32mm (L x W x T)
Format: Hardcover
Pages: 504
ISBN-13: 978-1-86094-568-7
Categories: Books
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LSN: 1-86094-568-6
Barcode: 9781860945687

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