Markov processes, Feller semigroups and evolution equations /
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Author / Creator: | Casteren, J. A. van. |
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Imprint: | Singapore ; Hackensack, NJ : World Scientific, 2011. |
Description: | 1 online resource (xviii, 805 pages) |
Language: | English |
Series: | Series on concrete and applicable mathematics, 1793-1142 ; v. 12 Series on concrete and applicable mathematics ; v. 12. |
Subject: | |
Format: | E-Resource Book |
URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/11258874 |
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. |
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Physical Description: | 1 online resource (xviii, 805 pages) |
Bibliography: | Includes bibliographical references (pages 759-788) and index. |
ISBN: | 9789814322195 9814322199 9789814322188 9814322180 |
ISSN: | 1793-1142 ; |