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Non-autonomous Kato classes and Feynman-Kac propagators [[electronic resource] /] / Archil Gulisashvili, Jan A. van Casteren
Non-autonomous Kato classes and Feynman-Kac propagators [[electronic resource] /] / Archil Gulisashvili, Jan A. van Casteren
Autore Gulisashvili Archil
Pubbl/distr/stampa Singapore ; ; Hackensack, N.J., : World Scientific, 2006
Descrizione fisica 1 online resource (360 p.)
Disciplina 530.15
Altri autori (Persone) CasterenJ. A. van
Soggetto topico Linear operators
Banach spaces
Operator theory
Soggetto genere / forma Electronic books.
ISBN 1-281-91956-X
9786611919566
981-277-460-2
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
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
Record Nr. UNINA-9910450860203321
Gulisashvili Archil  
Singapore ; ; Hackensack, N.J., : World Scientific, 2006
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Non-autonomous Kato classes and Feynman-Kac propagators [[electronic resource] /] / Archil Gulisashvili, Jan A. van Casteren
Non-autonomous Kato classes and Feynman-Kac propagators [[electronic resource] /] / Archil Gulisashvili, Jan A. van Casteren
Autore Gulisashvili Archil
Pubbl/distr/stampa Singapore ; ; Hackensack, N.J., : World Scientific, 2006
Descrizione fisica 1 online resource (360 p.)
Disciplina 530.15
Altri autori (Persone) CasterenJ. A. van
Soggetto topico Linear operators
Banach spaces
Operator theory
ISBN 1-281-91956-X
9786611919566
981-277-460-2
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
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
Record Nr. UNINA-9910784843003321
Gulisashvili Archil  
Singapore ; ; Hackensack, N.J., : World Scientific, 2006
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Non-autonomous Kato classes and Feynman-Kac propagators [[electronic resource] /] / Archil Gulisashvili, Jan A. van Casteren
Non-autonomous Kato classes and Feynman-Kac propagators [[electronic resource] /] / Archil Gulisashvili, Jan A. van Casteren
Autore Gulisashvili Archil
Pubbl/distr/stampa Singapore ; ; Hackensack, N.J., : World Scientific, 2006
Descrizione fisica 1 online resource (360 p.)
Disciplina 530.15
Altri autori (Persone) CasterenJ. A. van
Soggetto topico Linear operators
Banach spaces
Operator theory
ISBN 1-281-91956-X
9786611919566
981-277-460-2
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
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
Record Nr. UNINA-9910814857803321
Gulisashvili Archil  
Singapore ; ; Hackensack, N.J., : World Scientific, 2006
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui