Cargando…

Markov processes, Feller semigroups and evolution equations /

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 b...

Descripción completa

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Casteren, J. A. van
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Singapore ; Hackensack, NJ : World Scientific, 2011.
Colección:Series on concrete and applicable mathematics ; v. 12.
Temas:
Acceso en línea:Texto completo