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Pseudo Differential Operators And Markov Processes, Volume III : Markov Processes And Applications.
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...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Singapore :
World Scientific,
2005.
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| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 100 | 1 | |a Jacob, Niels. | |
| 245 | 1 | 0 | |a Pseudo Differential Operators And Markov Processes, Volume III : |b Markov Processes And Applications. |
| 260 | |a Singapore : |b World Scientific, |c 2005. | ||
| 300 | |a 1 online resource (504 pages) | ||
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| 520 | |a 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 generalize. | ||
| 588 | 0 | |a Print version record. | |
| 505 | 0 | |a Preface; Notation; Introduction: Pseudo-Differential Operators and Markov Processes; Part III Markov Processes and Applications; Appendix A Parametrix Construction for Fundamental Solutions of Evolution Equations; Appendix B A Parameter Dependent Extension of Hoh's Calculus; Appendix C On Roth's Method for Constructing Feller Semigroups; Appendix D More Continuous Negative Definite Functions 1; Appendix E More (Complete) Bernstein Functions1; Bibliography; Author Index; Subject Index. | |
| 590 | |a ProQuest Ebook Central |b Ebook Central Academic Complete | ||
| 650 | 0 | |a Dirichlet forms. | |
| 650 | 0 | |a Fourier analysis. | |
| 650 | 0 | |a Markov processes. | |
| 650 | 0 | |a Pseudodifferential operators. | |
| 650 | 2 | |a Fourier Analysis | |
| 650 | 2 | |a Markov Chains | |
| 650 | 6 | |a Formes de Dirichlet. | |
| 650 | 6 | |a Analyse de Fourier. | |
| 650 | 6 | |a Processus de Markov. | |
| 650 | 6 | |a Opérateurs pseudo-différentiels. | |
| 650 | 7 | |a Dirichlet forms |2 fast | |
| 650 | 7 | |a Fourier analysis |2 fast | |
| 650 | 7 | |a Markov processes |2 fast | |
| 650 | 7 | |a Pseudodifferential operators |2 fast | |
| 758 | |i has work: |a Pseudo-differential operators and Markov processes 3 Markov processes and applications (Text) |1 https://id.oclc.org/worldcat/entity/E39PCGybDh4rq4q6YxQ8VYQQMd |4 https://id.oclc.org/worldcat/ontology/hasWork | ||
| 776 | 1 | |z 9781860945687 | |
| 856 | 4 | 0 | |u https://ebookcentral.uam.elogim.com/lib/uam-ebooks/detail.action?docID=296219 |z Texto completo |
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