Stochastic Spectral Theory for Selfadjoint Feller Operators
Jan A. van Casteren, Michael Demuth
E-bok
20121 427 kr
MARKOV PROCESSES, FELLER SEMIGROUPS AND EVOLUTION EQUATIONS
Inbunden, Engelska, 2010
Del 12 i serien SERIES ON CONCRETE AND APPLICABLE MATHEMATICS
4 061 kr
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Beskrivning
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.
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