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...

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Bibliographic Details
Call Number:Libro Electrónico
Main Author: Jacob, Niels
Format: Electronic eBook
Language:Inglés
Published: Singapore : World Scientific, 2005.
Subjects:
Dirichlet forms.
Fourier analysis.
Markov processes.
Pseudodifferential operators.
Fourier Analysis
Markov Chains
Formes de Dirichlet.
Analyse de Fourier.
Processus de Markov.
Opérateurs pseudo-différentiels.
Dirichlet forms
Fourier analysis
Markov processes
Pseudodifferential operators
Online Access:Texto completo
Table of Contents:
  • 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.

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