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Markov processes, Feller semigroups and evolution equations [electronic resource]
- 作者： Casteren, J. A. van.
- 其他題名：
- Series on concrete and applicable mathematics
- 出版： Singapore ;Hackensack, NJ : World Scientific
- 叢書名： Series on concrete and applicable mathematicsv. 12
- 主題： Markov processes , Evolution equations , Electronic books.
- ISBN： 9789814322195 (electronic bk.) 、 9814322199 (electronic bk.)
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FIND@SFXID:
CGU
- 資料類型: 電子書
- 內容註: Includes bibliographical references (p. 759-788) and index.
- 摘要註: 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.
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讀者標籤：
- 系統號： 005108304 | 機讀編目格式
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