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
|
LSN: |
1-86094-568-6 |
Barcode: |
9781860945687 |
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