Markov processes, Feller semigroups and evolution equations

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August 2, 2020 | History

Markov processes, Feller semigroups and evolution equations

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Publish Date
Publisher
World Scientific
Language
English
Pages
805

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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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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 import new book