Hidden Bibliographic Details
ISBN: | 9789814322195 9814322199 9789814322188 9814322180
|
Notes: | Includes bibliographical references (pages 759-788) and index. Print version record.
|
Summary: | 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.
|
Other form: | Print version: Casteren, J.A. van. Markov processes, Feller semigroups and evolution equations. Singapore ; Hackensack, NJ : World Scientific, 2011 9789814322188
|