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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...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| 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 |
MARC
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| 049 | |a UAMI | ||
| 100 | 1 | |a Casteren, J. A. van. | |
| 245 | 1 | 0 | |a Markov processes, Feller semigroups and evolution equations / |c Jan A. van Casteren. |
| 260 | |a Singapore ; |a Hackensack, NJ : |b World Scientific, |c 2011. | ||
| 300 | |a 1 online resource (xviii, 805 pages) | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 490 | 1 | |a Series on concrete and applicable mathematics, |x 1793-1142 ; |v v. 12 | |
| 504 | |a Includes bibliographical references (pages 759-788) and index. | ||
| 505 | 0 | |a 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. | |
| 520 | |a 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. | ||
| 588 | 0 | |a Print version record. | |
| 590 | |a ProQuest Ebook Central |b Ebook Central Academic Complete | ||
| 590 | |a eBooks on EBSCOhost |b EBSCO eBook Subscription Academic Collection - Worldwide | ||
| 650 | 0 | |a Markov processes. | |
| 650 | 0 | |a Evolution equations. | |
| 650 | 2 | |a Markov Chains | |
| 650 | 6 | |a Processus de Markov. | |
| 650 | 6 | |a Équations d'évolution. | |
| 650 | 7 | |a MATHEMATICS |x Probability & Statistics |x Stochastic Processes. |2 bisacsh | |
| 650 | 7 | |a Evolution equations |2 fast | |
| 650 | 7 | |a Markov processes |2 fast | |
| 758 | |i has work: |a Markov processes, Feller semigroups and evolution equations (Text) |1 https://id.oclc.org/worldcat/entity/E39PCFVGbMMHKWjrY88qtMMhQC |4 https://id.oclc.org/worldcat/ontology/hasWork | ||
| 776 | 0 | 8 | |i Print version: |a Casteren, J.A. van. |t Markov processes, Feller semigroups and evolution equations. |d Singapore ; Hackensack, NJ : World Scientific, 2011 |z 9789814322188 |w (OCoLC)703355163 |
| 830 | 0 | |a Series on concrete and applicable mathematics ; |v v. 12. | |
| 856 | 4 | 0 | |u https://ebookcentral.uam.elogim.com/lib/uam-ebooks/detail.action?docID=731242 |z Texto completo |
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