Markov Processes, Feller Semigroups And Evolution Equations
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A01=Jan A Van Casteren
Author_Jan A Van Casteren
Backward Stochastic Differential Equation
Category=PBWL
eq_isMigrated=1
eq_isMigrated=2
eq_nobargain
Ergodicity Conditions
Invariant Measure
Kolmogorov Operator
Korovkin Properties
Markov Processes
Martingale Theory
Maximum Principle
Orey's Theorem
Parabolic Equations of Second Order
Squared Gradient Operator
Theorem of Chacon-Ornstein
Theorem of ChaconAcAEURA"Ornstein
Theorem of Chacon–Ornstein
Product details
- ISBN 9789814322188
- Publication Date: 26 Nov 2010
- Publisher: World Scientific Publishing Co Pte Ltd
- Publication City/Country: SG
- Product Form: Hardback
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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.
