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Pseudo Differential Operators And Markov Processes, Volume Iii: Markov Processes And Applications: 3 - Hardcover
Synopsis
This volume concentrates on how to construct a Markov process by starting with a suitable pseudo-differential operator. Feller processes, Hunt processes associated with Lp-sub-Markovian semigroups and processes constructed by using the Martingale problem are at the center of the considerations. The potential theory of these processes is further developed and applications are discussed. Due to the non-locality of the generators, the processes are jump processes and their relations to Levy processes are investigated. Special emphasis is given to the symbol of a process, a notion which generalizes that of the characteristic exponent of a Levy process and provides a natural link to pseudo-differential operator theory.
"synopsis" may belong to another edition of this title.
- PublisherImperial College Press
- Publication date2005
- ISBN 10 1860945686
- ISBN 13 9781860945687
- BindingHardcover
- LanguageEnglish
- Number of pages504
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PSEUDO DIFFERENTIAL OPERATORS AND MARKOV PROCESSES, VOLUME III: MARKOV PROCESSES AND APPLICATIONS
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Pseudo Differential Operators & Markov Processes : Markov Processes And Applications
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Pseudo Differential Operators and Markov Processes, Volume III: Markov Processes and Applications
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Pseudo Differential Operators And Markov Processes, Volume Iii: Markov Processes And Applications
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Pseudo Differential Operators & Markov Processes : Markov Processes And Applications
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PSEUDO DIFFERENTIAL OPERATORS AND MARKOV PROCESSES, VOLUME III: MARKOV PROCESSES AND APPLICATIONS
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PSEUDO DIFFERENTIAL OPERATORS AND MARKOV PROCESSES, VOLUME III
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Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Concentrates on how to construct a Markov process by starting with a suitable pseudo-differential operator. Feller processes, Hunt processes associated with Lp-sub-Markovian semigroups and processes constructed by using the Martingale problem are at the cen. Seller Inventory # 448379270
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Pseudo Differential Operators & Markov Processes: Markov Processes And Applications: Vol 3
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Hardcover. Condition: Brand New. illustrated edition. 474 pages. 9.00x6.00x1.25 inches. In Stock. Seller Inventory # x-1860945686
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PSEUDO DIFF OPERATOR & MARKOV PROC.(V3)
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Buch. Condition: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - This volume concentrates on how to construct a Markov process by starting with a suitable pseudo-differential operator. Feller processes, Hunt processes associated with Lp-sub-Markovian semigroups and processes constructed by using the Martingale problem are at the center of the considerations. The potential theory of these processes is further developed and applications are discussed. Due to the non-locality of the generators, the processes are jump processes and their relations to Levy processes are investigated. Special emphasis is given to the symbol of a process, a notion which generalizes that of the characteristic exponent of a Levy process and provides a natural link to pseudo-differential operator theory. Seller Inventory # 9781860945687
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