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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...

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Bibliographic Details
Call Number:Libro Electrónico
Main Author: Casteren, J. A. van
Format: Electronic eBook
Language:Inglés
Published: Singapore ; Hackensack, NJ : World Scientific, 2011.
Series:Series on concrete and applicable mathematics ; v. 12.
Subjects:
Online Access:Texto completo
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by Casteren, J. A. van
Published 2011
Texto completo
Electronic eBook