Título: Markov Processes, Feller Semigropus And Evolution Equations. Vol. 12 | ||
Autor: Van Casteren, Jan A | Precio: $2146.00 | |
Editorial: World Scientific Publishing Co. Inc | Año: 2010 | |
Tema: Matematicas, Modelos Matematicos | Edición: 1ª | |
Sinopsis | ISBN: 9789814322188 | |
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. |