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Markov processes, Feller semigroups ...

Casteren, J. A. van.

Markov processes, Feller semigroups and evolution equations[electronic resource] /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
杜威分類號:	519.233
書名/作者:	Markov processes, Feller semigroups and evolution equations/ Jan A. van Casteren.
作者:	Casteren, J. A. van.
出版者:	Singapore ; : World Scientific,, 2011.
面頁冊數:	1 online resource (xviii, 805 p.)
標題:	Markov processes.
標題:	Evolution equations.
ISBN:	9789814322195 (electronic bk.)
ISBN:	9814322199 (electronic bk.)
書目註:	Includes bibliographical references (p. 759-788) and index.
摘要、提要註:	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.
電子資源:	http://www.worldscientific.com/worldscibooks/10.1142/7871#t=toc

Markov processes, Feller semigroups and evolution equations[electronic resource] /
Casteren, J. A. van.

Markov processes, Feller semigroups and evolution equations[electronic resource] /Jan A. van Casteren. - Singapore ;World Scientific,2011. - 1 online resource (xviii, 805 p.) - Series on concrete and applicable mathematics,v. 121793-1142 ;. - Series on concrete and applicable mathematics ;v. 11..

Includes bibliographical references (p. 759-788) and index.

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.

ISBN: 9789814322195 (electronic bk.)Subjects--Topical Terms:

369778
Markov processes.
Index Terms--Genre/Form:

336502
Electronic books.

LC Class. No.: QA274.7 / .C38 2011eb

Dewey Class. No.: 519.233

Markov processes, Feller semigroups and evolution equations[electronic resource] /
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020 $a 9814322199 (electronic bk.)
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020 $z 9814322180
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050 4 $a QA274.7 $b .C38 2011eb
082 0 4 $a 519.233 $2 22
100 1 $a Casteren, J. A. van. $3 556768
245 1 0 $a Markov processes, Feller semigroups and evolution equations $h [electronic resource] / $c Jan A. van Casteren.
260 $a Singapore ; $a Hackensack, NJ : $b World Scientific, $c 2011.
300 $a 1 online resource (xviii, 805 p.)
490 1 $a Series on concrete and applicable mathematics, $x 1793-1142 ; $v v. 12
504 $a Includes bibliographical references (p. 759-788) and index.
520 $a 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.
588 $a Description based on print version record.
650 0 $a Markov processes. $3 369778
650 0 $a Evolution equations. $3 404701
655 0 $a Electronic books. $2 local $3 336502
830 0 $a Series on concrete and applicable mathematics ; $v v. 11. $3 487059
856 4 0 $u http://www.worldscientific.com/worldscibooks/10.1142/7871#t=toc

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