Markov Processes, Feller Semigroups and Evolution Equations (Series on Concrete and Applicable Mathematics) - Couverture souple

Casteren, Jan Van

 
9789814322188: Markov Processes, Feller Semigroups and Evolution Equations (Series on Concrete and Applicable Mathematics)
Couverture souple
ISBN 10 : 9814322180 ISBN 13 : 9789814322188
Editeur : World Scientific Publishing Company, 2010

Synopsis

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.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Présentation de l'éditeur

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.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
World Scientific Publishing Company
Date d'édition
2010
Langue
anglais
ISBN 10 
9814322180
ISBN 13 
9789814322188
Reliure
Broché
Nombre de pages
824
Coordonnées du fabricant
non disponible
Personne responsable
gpsr@libri.de
gpsr@libri.de

Europaallee 1
Bad Hersfeld
36244
Allemagne