Markov processes, Feller semigroups and evolution equations:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Singapore
World Scientific
2011
|
| Schriftenreihe: | Series on concrete and applicable mathematics
v. 12 |
| Schlagworte: | |
| Online-Zugang: | FAW01 FAW02 Volltext |
| Beschreibung: | Includes bibliographical references (pages 759-788) and index Strong Markov processes on Polish spaces -- Strong Markov processes : proof of main results -- Space-time operators and miscellaneous topics -- Feynman-Kac formulas, backward stochastic differential equations, and Markov processes -- Viscosity solutions, backward stochastic differential equations, and Markov processes -- The Hamilton-Jacobi-Bellman equation and the stochastic Noether theorem -- On non-stationary Markov processes and Dunford projections -- Coupling methods and Sobolev type inequalities -- Invariant measure 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 |
| Beschreibung: | 1 Online-Ressource (xviii, 805 pages) |
| ISBN: | 9789814322188 9789814322195 9814322180 9814322199 |
Internformat
MARC
| LEADER | 00000nmm a2200000zcb4500 | ||
|---|---|---|---|
| 001 | BV043126846 | ||
| 003 | DE-604 | ||
| 005 | 00000000000000.0 | ||
| 007 | cr|uuu---uuuuu | ||
| 008 | 151126s2011 |||| o||u| ||||||eng d | ||
| 020 | |a 9789814322188 |9 978-981-4322-18-8 | ||
| 020 | |a 9789814322195 |c electronic bk. |9 978-981-4322-19-5 | ||
| 020 | |a 9814322180 |9 981-4322-18-0 | ||
| 020 | |a 9814322199 |c electronic bk. |9 981-4322-19-9 | ||
| 035 | |a (OCoLC)740435780 | ||
| 035 | |a (DE-599)BVBBV043126846 | ||
| 040 | |a DE-604 |b ger |e aacr | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-1046 |a DE-1047 | ||
| 082 | 0 | |a 519.233 |2 22 | |
| 100 | 1 | |a Casteren, J. A. van |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Markov processes, Feller semigroups and evolution equations |c Jan A. van Casteren |
| 264 | 1 | |a Singapore |b World Scientific |c 2011 | |
| 300 | |a 1 Online-Ressource (xviii, 805 pages) | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b c |2 rdamedia | ||
| 338 | |b cr |2 rdacarrier | ||
| 490 | 0 | |a Series on concrete and applicable mathematics |v v. 12 | |
| 500 | |a Includes bibliographical references (pages 759-788) and index | ||
| 500 | |a Strong Markov processes on Polish spaces -- Strong Markov processes : proof of main results -- Space-time operators and miscellaneous topics -- Feynman-Kac formulas, backward stochastic differential equations, and Markov processes -- Viscosity solutions, backward stochastic differential equations, and Markov processes -- The Hamilton-Jacobi-Bellman equation and the stochastic Noether theorem -- On non-stationary Markov processes and Dunford projections -- Coupling methods and Sobolev type inequalities -- Invariant measure | ||
| 500 | |a 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 | ||
| 650 | 4 | |a Evolution | |
| 650 | 4 | |a Mathematics | |
| 650 | 7 | |a MATHEMATICS / Probability & Statistics / Stochastic Processes |2 bisacsh | |
| 650 | 4 | |a Mathematik | |
| 650 | 4 | |a Markov processes | |
| 650 | 4 | |a Evolution equations | |
| 650 | 0 | 7 | |a Markov-Prozess |0 (DE-588)4134948-9 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Feller-Halbgruppe |0 (DE-588)4285866-5 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Evolutionsgleichung |0 (DE-588)4129061-6 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Markov-Prozess |0 (DE-588)4134948-9 |D s |
| 689 | 0 | 1 | |a Feller-Halbgruppe |0 (DE-588)4285866-5 |D s |
| 689 | 0 | 2 | |a Evolutionsgleichung |0 (DE-588)4129061-6 |D s |
| 689 | 0 | |8 1\p |5 DE-604 | |
| 856 | 4 | 0 | |u http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=374885 |x Aggregator |3 Volltext |
| 912 | |a ZDB-4-EBA | ||
| 999 | |a oai:aleph.bib-bvb.de:BVB01-028551037 | ||
| 883 | 1 | |8 1\p |a cgwrk |d 20201028 |q DE-101 |u https://d-nb.info/provenance/plan#cgwrk | |
| 966 | e | |u http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=374885 |l FAW01 |p ZDB-4-EBA |q FAW_PDA_EBA |x Aggregator |3 Volltext | |
| 966 | e | |u http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=374885 |l FAW02 |p ZDB-4-EBA |q FAW_PDA_EBA |x Aggregator |3 Volltext | |
Datensatz im Suchindex
| _version_ | 1804175562018652160 |
|---|---|
| any_adam_object | |
| author | Casteren, J. A. van |
| author_facet | Casteren, J. A. van |
| author_role | aut |
| author_sort | Casteren, J. A. van |
| author_variant | j a v c jav javc |
| building | Verbundindex |
| bvnumber | BV043126846 |
| collection | ZDB-4-EBA |
| ctrlnum | (OCoLC)740435780 (DE-599)BVBBV043126846 |
| dewey-full | 519.233 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.233 |
| dewey-search | 519.233 |
| dewey-sort | 3519.233 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| format | Electronic eBook |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>03602nmm a2200565zcb4500</leader><controlfield tag="001">BV043126846</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">00000000000000.0</controlfield><controlfield tag="007">cr|uuu---uuuuu</controlfield><controlfield tag="008">151126s2011 |||| o||u| ||||||eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9789814322188</subfield><subfield code="9">978-981-4322-18-8</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9789814322195</subfield><subfield code="c">electronic bk.</subfield><subfield code="9">978-981-4322-19-5</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9814322180</subfield><subfield code="9">981-4322-18-0</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9814322199</subfield><subfield code="c">electronic bk.</subfield><subfield code="9">981-4322-19-9</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)740435780</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV043126846</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">aacr</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-1046</subfield><subfield code="a">DE-1047</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">519.233</subfield><subfield code="2">22</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Casteren, J. A. van</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Markov processes, Feller semigroups and evolution equations</subfield><subfield code="c">Jan A. van Casteren</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Singapore</subfield><subfield code="b">World Scientific</subfield><subfield code="c">2011</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 Online-Ressource (xviii, 805 pages)</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">Series on concrete and applicable mathematics</subfield><subfield code="v">v. 12</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Includes bibliographical references (pages 759-788) and index</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Strong Markov processes on Polish spaces -- Strong Markov processes : proof of main results -- Space-time operators and miscellaneous topics -- Feynman-Kac formulas, backward stochastic differential equations, and Markov processes -- Viscosity solutions, backward stochastic differential equations, and Markov processes -- The Hamilton-Jacobi-Bellman equation and the stochastic Noether theorem -- On non-stationary Markov processes and Dunford projections -- Coupling methods and Sobolev type inequalities -- Invariant measure</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">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</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Evolution</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Mathematics</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">MATHEMATICS / Probability & Statistics / Stochastic Processes</subfield><subfield code="2">bisacsh</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Mathematik</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Markov processes</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Evolution equations</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Markov-Prozess</subfield><subfield code="0">(DE-588)4134948-9</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Feller-Halbgruppe</subfield><subfield code="0">(DE-588)4285866-5</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Evolutionsgleichung</subfield><subfield code="0">(DE-588)4129061-6</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Markov-Prozess</subfield><subfield code="0">(DE-588)4134948-9</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Feller-Halbgruppe</subfield><subfield code="0">(DE-588)4285866-5</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="2"><subfield code="a">Evolutionsgleichung</subfield><subfield code="0">(DE-588)4129061-6</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="8">1\p</subfield><subfield code="5">DE-604</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=374885</subfield><subfield code="x">Aggregator</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-4-EBA</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-028551037</subfield></datafield><datafield tag="883" ind1="1" ind2=" "><subfield code="8">1\p</subfield><subfield code="a">cgwrk</subfield><subfield code="d">20201028</subfield><subfield code="q">DE-101</subfield><subfield code="u">https://d-nb.info/provenance/plan#cgwrk</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=374885</subfield><subfield code="l">FAW01</subfield><subfield code="p">ZDB-4-EBA</subfield><subfield code="q">FAW_PDA_EBA</subfield><subfield code="x">Aggregator</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=374885</subfield><subfield code="l">FAW02</subfield><subfield code="p">ZDB-4-EBA</subfield><subfield code="q">FAW_PDA_EBA</subfield><subfield code="x">Aggregator</subfield><subfield code="3">Volltext</subfield></datafield></record></collection> |
| id | DE-604.BV043126846 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:18:15Z |
| institution | BVB |
| isbn | 9789814322188 9789814322195 9814322180 9814322199 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-028551037 |
| oclc_num | 740435780 |
| open_access_boolean | |
| owner | DE-1046 DE-1047 |
| owner_facet | DE-1046 DE-1047 |
| physical | 1 Online-Ressource (xviii, 805 pages) |
| psigel | ZDB-4-EBA ZDB-4-EBA FAW_PDA_EBA |
| publishDate | 2011 |
| publishDateSearch | 2011 |
| publishDateSort | 2011 |
| publisher | World Scientific |
| record_format | marc |
| series2 | Series on concrete and applicable mathematics |
| spelling | Casteren, J. A. van Verfasser aut Markov processes, Feller semigroups and evolution equations Jan A. van Casteren Singapore World Scientific 2011 1 Online-Ressource (xviii, 805 pages) txt rdacontent c rdamedia cr rdacarrier Series on concrete and applicable mathematics v. 12 Includes bibliographical references (pages 759-788) and index Strong Markov processes on Polish spaces -- Strong Markov processes : proof of main results -- Space-time operators and miscellaneous topics -- Feynman-Kac formulas, backward stochastic differential equations, and Markov processes -- Viscosity solutions, backward stochastic differential equations, and Markov processes -- The Hamilton-Jacobi-Bellman equation and the stochastic Noether theorem -- On non-stationary Markov processes and Dunford projections -- Coupling methods and Sobolev type inequalities -- Invariant measure 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 Evolution Mathematics MATHEMATICS / Probability & Statistics / Stochastic Processes bisacsh Mathematik Markov processes Evolution equations Markov-Prozess (DE-588)4134948-9 gnd rswk-swf Feller-Halbgruppe (DE-588)4285866-5 gnd rswk-swf Evolutionsgleichung (DE-588)4129061-6 gnd rswk-swf Markov-Prozess (DE-588)4134948-9 s Feller-Halbgruppe (DE-588)4285866-5 s Evolutionsgleichung (DE-588)4129061-6 s 1\p DE-604 http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=374885 Aggregator Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Casteren, J. A. van Markov processes, Feller semigroups and evolution equations Evolution Mathematics MATHEMATICS / Probability & Statistics / Stochastic Processes bisacsh Mathematik Markov processes Evolution equations Markov-Prozess (DE-588)4134948-9 gnd Feller-Halbgruppe (DE-588)4285866-5 gnd Evolutionsgleichung (DE-588)4129061-6 gnd |
| subject_GND | (DE-588)4134948-9 (DE-588)4285866-5 (DE-588)4129061-6 |
| title | Markov processes, Feller semigroups and evolution equations |
| title_auth | Markov processes, Feller semigroups and evolution equations |
| title_exact_search | Markov processes, Feller semigroups and evolution equations |
| title_full | Markov processes, Feller semigroups and evolution equations Jan A. van Casteren |
| title_fullStr | Markov processes, Feller semigroups and evolution equations Jan A. van Casteren |
| title_full_unstemmed | Markov processes, Feller semigroups and evolution equations Jan A. van Casteren |
| title_short | Markov processes, Feller semigroups and evolution equations |
| title_sort | markov processes feller semigroups and evolution equations |
| topic | Evolution Mathematics MATHEMATICS / Probability & Statistics / Stochastic Processes bisacsh Mathematik Markov processes Evolution equations Markov-Prozess (DE-588)4134948-9 gnd Feller-Halbgruppe (DE-588)4285866-5 gnd Evolutionsgleichung (DE-588)4129061-6 gnd |
| topic_facet | Evolution Mathematics MATHEMATICS / Probability & Statistics / Stochastic Processes Mathematik Markov processes Evolution equations Markov-Prozess Feller-Halbgruppe Evolutionsgleichung |
| url | http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=374885 |
| work_keys_str_mv | AT casterenjavan markovprocessesfellersemigroupsandevolutionequations |