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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 |
Tabla de Contenidos:
- 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.