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Pseudo Differential Operators and Markov Processes, Volume Iii: Markov Processes and Applications Jacob, Niels (University of Wales Swansea, UK)
Pseudo Differential Operators and Markov Processes, Volume Iii: Markov Processes and Applications
Jacob, Niels (University of Wales Swansea, UK)
Concentrates on how to construct a Markov process by starting with a suitable pseudo-differential operator. Feller processes, Hunt processes associated with Lp-sub-Markovian semigroups and processes constructed by using the Martingale problem are at the center of the considerations.
504 pages, illustrations
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | June 16, 2005 |
| ISBN13 | 9781860945687 |
| Publishers | Imperial College Press |
| Pages | 504 |
| Dimensions | 166 × 233 × 32 mm · 830 g |
| Language | English |