Markov processes, Feller semigroups and evolution equations

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Last edited by ImportBot
October 9, 2020 | History

Markov processes, Feller semigroups and evolution equations

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Publish Date
Publisher
World Scientific
Language
English
Pages
805

Buy this book

Previews available in: English

Book Details


Table of Contents

Strong Markov processes on Polish spaces
Strong Markov processes : proof of main results
Space-time operators and miscellaneous topics
Feynman-Kac formulas, backward stochastic differential equations, and Markov processes
Viscosity solutions, backward stochastic differential equations, and Markov processes
The Hamilton-Jacobi-Bellman equation and the stochastic Noether theorem
On non-stationary Markov processes and Dunford projections
Coupling methods and Sobolev type inequalities
Invariant measure.

Edition Notes

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

Published in
Hackensack, NJ, London
Series
Series on concrete and applicable mathematics -- v. 12

Classifications

Dewey Decimal Class
519.233
Library of Congress
QA274.7 .C38 2011, QA274.7

The Physical Object

Pagination
xviii, 805 p. ;
Number of pages
805

Edition Identifiers

Open Library
OL25544422M
Internet Archive
markovprocessesf00cast
ISBN 10
9814322180
ISBN 13
9789814322188
OCLC/WorldCat
703355163

Work Identifiers

Work ID
OL16938919W

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History

Download catalog record: RDF / JSON / OPDS | Wikipedia citation
October 9, 2020 Edited by ImportBot import existing book
August 2, 2020 Edited by ImportBot import existing book
July 5, 2019 Edited by MARC Bot import existing book
July 28, 2014 Created by ImportBot Imported from Internet Archive item record