Markov Processes, Feller Semigroups and Evolution Equations (English, Jan A. Van Casteren)
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Book Details
Publisher
World Scientific Publishing Company
Language
English
ISBN-13
9789814322188
ISBN-10
9814322180
Author
Jan A. Van Casteren
About the Book
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 evolu…
ISBN: 9789814322188
ISBN-13: 9789814322188
ISBN-10: 9814322180
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Jan A. Van Casteren is the author of Markov Processes, Feller Semigroups and Evolution Equations. Browse more books by Jan A. Van Casteren on GlowMirror.
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Product ID: isbn-9789814322188
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