World Scientific Publishing Company
Markov Processes, Feller Semigroups and Evolution Equations (English, Jan A. Van Casteren)
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Book Details
| ISBN-13 | 9789814322188 |
| ISBN-10 | 9814322180 |
Product Description
About the Book
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 evolu…
ISBN: 9789814322188
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