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: | xviii, 805 p. ; 24 cm. |
| Language: | English |
| Series: | Series on concrete and applicable mathematics, 1793-1142 ; v. 12 Series on concrete and applicable mathematics ; v. 12. |
| Subject: | |
| Format: | Print Book |
| URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/8359492 |
| 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: | xviii, 805 p. ; 24 cm. |
| Bibliography: | Includes bibliographical references (p. 759-788) and index. |
| ISBN: | 9789814322188 9814322180 |
| ISSN: | 1793-1142 ; |
