Markov Processes, Feller Semigroups And Evolution Equations Hardback
Part of the Series on Concrete & Applicable Mathematics series
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.
- Format: Hardback
- Pages: 824 pages
- Publisher: World Scientific Publishing Co Pte Ltd
- Publication Date: 26/11/2010
- Category: Stochastics
- ISBN: 9789814322188