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World Scientific Publishing Company Markov Processes, Feller Semigroups and Evolution Equations (Series on Concrete and Applicable Mathematics)

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Description

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.

Product Specifications

Format
paperback
Domain
Amazon UK
Release Date
25 November 2010
Listed Since
09 May 2012

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