02926nam 2200625Ia 450 991045107600332120200520144314.01-281-86691-197866118669141-86094-715-8(CKB)1000000000336341(EBL)296219(OCoLC)476064246(SSID)ssj0000229840(PQKBManifestationID)12043303(PQKBTitleCode)TC0000229840(PQKBWorkID)10172770(PQKB)10404570(MiAaPQ)EBC296219(WSP)00000047 (Au-PeEL)EBL296219(CaPaEBR)ebr10174075(EXLCZ)99100000000033634120020211d2005 uy 0engur|n|---|||||txtccrMarkov processes and applications[electronic resource] /N. JacobLondon Imperial College Press20051 online resource (504 p.)Pseudo differential operators & Markov processes ;3Description based upon print version of record.1-86094-568-6 Includes bibliographical references and index.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 IndexThis 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 generalizeMarkov processesPseudodifferential operatorsPotential theory (Mathematics)Electronic books.Markov processes.Pseudodifferential operators.Potential theory (Mathematics)515.2433519.233Jacob Niels67291MiAaPQMiAaPQMiAaPQBOOK9910451076003321Markov processes and applications1924303UNINA