Markov Processes, Feller Semigroups And Evolution Equations
Van Casteren Jan A
ISBN: 9789814322188
Vydavateľstvo: World Scientific
Rok vydania: 2010
Väzba: Hardback
Počet strán: 824
Dostupnosť: Na sklade
Pôvodná cena: 176,65 €
Výstavná cena:
158,99 €(t.j. po zľave 10%)
(Cena je uvedená vrátane 10% DPH)
Katalógová cena: 130 GBP
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Termín dodania na našu pobočku v Bratislave je približne 2-3 týždne.
The 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. The book also establishes a link between propagators or evolution families with the Feller property and time-inhomogeneous Markov processes. This mathematical material finds its applications in several branches of the scientific world, among which are mathematical physics, hedging models in financial mathematics, and population models.