Non-autonomous Kato classes and Feynman-Kac propagators / / Archil Gulisashvili, Jan A. van Casteren

• Autore: Gulisashvili Archil
• Pubblicazione: Singapore ; ; Hackensack, N.J., : World Scientific, 2006
• Edizione: 1st ed.
• Descrizione fisica: 1 online resource (360 p.)
• Disciplina: 530.15
• Soggetto topico: Linear operators; Banach spaces; Operator theory
• Altri autori: CasterenJ. A. van
• Note generali: Description based upon print version of record.
• Nota di bibliografia: Includes bibliographical references and index.
• Nota di contenuto: Contents ; Preface ; 1. Transition Functions and Markov Processes ; 1.1 Introduction ; 1.1.1 Notation ; 1.1.2 Elements of Probability Theory ; 1.1.3 Locally Compact Spaces ; 1.1.4 Stochastic Processes ; 1.1.5 Filtrations ; 1.2 Markov Property ; 1.3 Transition Functions and Backward Transition Functions 1.4 Markov Processes Associated with Transition Functions ; 1.5 Space-Time Processes ; 1.6 Classes of Stochastic Processes ; 1.7 Completions of o-Algebras ; 1.8 Path Properties of Stochastic Processes: Separability and Progressive Measurability 1.9 Path Properties of Stochastic Processes: One-Sided Continuity and Continuity ; 1.10 Reciprocal Transition Functions and Reciprocal Processes ; 1.11 Path Properties of Reciprocal Processes ; 1.12 Examples of Transition Functions and Markov Processes 1.12.1 Brownian motion and Brownian bridge ; 1.12.2 Cauchy process and Cauchy bridge ; 1.12.3 Forward Kolmogorov representation of Brownian bridges ; 1.13 Notes and Comments ; 2. Propagators: General Theory ; 2.1 Propagators and Backward Propagators on Banach Spaces 2.2 Free Propagators and Free Backward Propagators ; 2.3 Generators of Propagators and Kolmogorov's Forward and Backward Equations ; 2.4 Howland Semigroups ; 2.5 Feller-Dynkin Propagators and the Continuity Properties of Markov Processes
• Sommario/riassunto: This book provides an introduction to propagator theory. Propagators, or evolution families, are two-parameter analogues of semigroups of operators. Propagators are encountered in analysis, mathematical physics, partial differential equations, and probability theory. They are often used as mathematical models of systems evolving in a changing environment. A unifying theme of the book is the theory of Feynman-Kac propagators associated with time-dependent measures from non-autonomous Kato classes. In applications, a Feynman-Kac propagator describes the evolution of a physical system in the pre
• Titolo autorizzato: Non-autonomous Kato classes and Feynman-Kac propagators
• ISBN: 1-281-91956-X; 9786611919566; 981-277-460-2
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: 9910814857803321
• Lo trovi qui: Univ. Federico II