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...
Cote: | Libro Electrónico |
---|---|
Auteur principal: | Casteren, J. A. van |
Format: | Électronique eBook |
Langue: | Inglés |
Publié: |
Singapore ; Hackensack, NJ :
World Scientific,
2011.
|
Collection: | Series on concrete and applicable mathematics ;
v. 12. |
Sujets: | |
Accès en ligne: | Texto completo |
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