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Record Nr. |
UNINA9910826571503321 |
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Autore |
Jacob Niels |
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Titolo |
Markov processes and applications / / N. Jacob |
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Pubbl/distr/stampa |
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London, : Imperial College Press, 2005 |
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ISBN |
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1-281-86691-1 |
9786611866914 |
1-86094-715-8 |
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Edizione |
[1st ed.] |
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Descrizione fisica |
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1 online resource (504 p.) |
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Collana |
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Pseudo differential operators & Markov processes ; ; 3 |
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Disciplina |
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Soggetti |
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Markov processes |
Pseudodifferential operators |
Potential theory (Mathematics) |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references and index. |
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Nota di contenuto |
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Contents; Preface; Notation; Introduction: Pseudo-Differential Operators and Markov Processes; Part III Markov Processes and Applications; Appendix A Parametrix Construction for Fundamental Solutions of Evolution Equations; Appendix B A Parameter Dependent Extension of Hoh's Calculus; Appendix C On Roth's Method for Constructing Feller Semigroups; Appendix D More Continuous Negative Definite Functions 1; Appendix E More (Complete) Bernstein Functions1; Bibliography; Author Index; Subject Index |
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Sommario/riassunto |
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This volume concentrates on how to construct a Markov process by starting with a suitable pseudo-differential operator. Feller processes, Hunt processes associated with Lp-sub-Markovian semigroups and processes constructed by using the Martingale problem are at the center of the considerations. The potential theory of these processes is further developed and applications are discussed. Due to the non-locality of the generators, the processes are jump processes and their relations to Levy processes are investigated. Special emphasis is given to the symbol of a process, a notion which generalize |
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