Open Daily: 10am - 10pm | Alley door pickup 10am - 7pm 3038 Hennepin Ave Minneapolis, MN
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  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Markov Proce, Feller Semigroups &..(V12)

Markov Proce, Feller Semigroups &..(V12)

Casteren Jan a Van

Hardcover

Series: Concrete and Applicable Mathematics, Book 12

General MathematicsPhysicsProbability & Statistics

ISBN10: 9814322180
ISBN13: 9789814322188
Publisher: World Scientific Publishing Company
Published: Dec 6 2010
Pages: 824
Weight: 2.82
Height: 1.80 Width: 6.10 Depth: 9.10
Language: English
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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