LEADER 02889nam 2200625Ia 450 001 9910826571503321 005 20240410142549.0 010 $a1-281-86691-1 010 $a9786611866914 010 $a1-86094-715-8 035 $a(CKB)1000000000336341 035 $a(EBL)296219 035 $a(OCoLC)476064246 035 $a(SSID)ssj0000229840 035 $a(PQKBManifestationID)12043303 035 $a(PQKBTitleCode)TC0000229840 035 $a(PQKBWorkID)10172770 035 $a(PQKB)10404570 035 $a(MiAaPQ)EBC296219 035 $a(WSP)00000047 035 $a(Au-PeEL)EBL296219 035 $a(CaPaEBR)ebr10174075 035 $a(EXLCZ)991000000000336341 100 $a20020211d2005 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aMarkov processes and applications /$fN. Jacob 205 $a1st ed. 210 $aLondon $cImperial College Press$d2005 215 $a1 online resource (504 p.) 225 0 $aPseudo differential operators & Markov processes ;$v3 300 $aDescription based upon print version of record. 311 $a1-86094-568-6 320 $aIncludes bibliographical references and index. 327 $aContents; 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 330 $aThis 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 606 $aMarkov processes 606 $aPseudodifferential operators 606 $aPotential theory (Mathematics) 615 0$aMarkov processes. 615 0$aPseudodifferential operators. 615 0$aPotential theory (Mathematics) 676 $a515.2433 676 $a519.233 700 $aJacob$b Niels$067291 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910826571503321 996 $aMarkov processes and applications$93982117 997 $aUNINA