Markov processes, Feller semigroups and evolution equations / / Jan A. van Casteren
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| Autore: |
Casteren J. A. van
|
| Titolo: |
Markov processes, Feller semigroups and evolution equations / / Jan A. van Casteren
|
| Pubblicazione: | Hackensack, N.J., : World Scientific, 2011 |
| Edizione: | 1st ed. |
| Descrizione fisica: | 1 online resource (800 p.) |
| Disciplina: | 519.233 |
| Soggetto topico: | Markov processes |
| Semigroups of operators | |
| Evolution equations | |
| Note generali: | Description based upon print version of record. |
| Nota di bibliografia: | Includes bibliographical references and index. |
| Nota di contenuto: | pt. 1. Introduction -- pt. 2. Strong Markov processes -- pt. 3. Backward stochastic differential equations -- pt. 4. Long time behavior. |
| Sommario/riassunto: | This book provides a systemic treatment of time-dependent strong Markov processes with values in a Polish space. It describes its generators and the link with stochastic differential equations in infinite dimensions. In a unifying way, where the square gradient operator is employed, new results for backward stochastic differential equations and long-time behavior are discussed in depth. This mathematical material finds its applications in several branches of the scientific world among which mathematical physics, hedging models in financial mathematics, population models. |
| Titolo autorizzato: | Markov processes, Feller semigroups and evolution equations |
| ISBN: | 1-283-14499-9 |
| 9786613144997 | |
| 981-4322-19-9 | |
| Formato: | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione: | Inglese |
| Record Nr.: | 9910807322203321 |
| Lo trovi qui: | Univ. Federico II |
| Opac: | Controlla la disponibilità qui |
Serie:
Series on concrete and applicable mathematics ; ; v. 12.