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Stochastic Spectral Theory for Selfadjoint Feller Operators - A Functional Integration Approach (Hardcover, 2000 ed.): Michael... Stochastic Spectral Theory for Selfadjoint Feller Operators - A Functional Integration Approach (Hardcover, 2000 ed.)
Michael Demuth, Jan A. van Casteren
R3,067 Discovery Miles 30 670 Ships in 10 - 15 working days

A beautiful interplay between probability theory (Markov processes, martingale theory) on the one hand and operator and spectral theory on the other yields a uniform treatment of several kinds of Hamiltonians such as the Laplace operator, relativistic Hamiltonian, Laplace-Beltrami operator, and generators of Ornstein-Uhlenbeck processes. For such operators regular and singular perturbations of order zero and their spectral properties are investigated.
A complete treatment of the Feynman-Kac formula is given. The theory is applied to such topics as compactness or trace class properties of differences of Feynman-Kac semigroups, preservation of absolutely continuous and/or essential spectra and completeness of scattering systems.
The unified approach provides a new viewpoint of and a deeper insight into the subject. The book is aimed at advanced students and researchers in mathematical physics and mathematics with an interest in quantum physics, scattering theory, heat equation, operator theory, probability theory and spectral theory.

Markov Processes, Feller Semigroups And Evolution Equations (Hardcover): Jan A. van Casteren Markov Processes, Feller Semigroups And Evolution Equations (Hardcover)
Jan A. van Casteren
R7,532 Discovery Miles 75 320 Ships in 10 - 15 working days

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.

Stochastic Spectral Theory for Selfadjoint Feller Operators - A Functional Integration Approach (Paperback, Softcover reprint... Stochastic Spectral Theory for Selfadjoint Feller Operators - A Functional Integration Approach (Paperback, Softcover reprint of the original 1st ed. 2000)
Michael Demuth, Jan A. van Casteren
R2,843 Discovery Miles 28 430 Ships in 10 - 15 working days

A beautiful interplay between probability theory (Markov processes, martingale theory) on the one hand and operator and spectral theory on the other yields a uniform treatment of several kinds of Hamiltonians such as the Laplace operator, relativistic Hamiltonian, Laplace-Beltrami operator, and generators of Ornstein-Uhlenbeck processes. For such operators regular and singular perturbations of order zero and their spectral properties are investigated.
A complete treatment of the Feynman-Kac formula is given. The theory is applied to such topics as compactness or trace class properties of differences of Feynman-Kac semigroups, preservation of absolutely continuous and/or essential spectra and completeness of scattering systems.
The unified approach provides a new viewpoint of and a deeper insight into the subject. The book is aimed at advanced students and researchers in mathematical physics and mathematics with an interest in quantum physics, scattering theory, heat equation, operator theory, probability theory and spectral theory.

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