Markov Processes, Feller Semigroups And Evolution Equations, Hardback Book

Markov Processes, Feller Semigroups And Evolution Equations Hardback

Part of the Series on Concrete & Applicable Mathematics series

Description

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.

Information

  • Format: Hardback
  • Pages: 824 pages
  • Publisher: World Scientific Publishing Co Pte Ltd
  • Publication Date:
  • Category: Stochastics
  • ISBN: 9789814322188

£145.00

£125.05

 
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