Markov processes, Feller semigroups and evolution equations:
Saved in:
| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Singapore
World Scientific
2011
|
| Series: | Series on concrete and applicable mathematics
v. 12 |
| Subjects: | |
| Online Access: | FAW01 FAW02 Volltext |
| Item Description: | 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 |
| Physical Description: | 1 Online-Ressource (xviii, 805 pages) |
| ISBN: | 9789814322188 9789814322195 9814322180 9814322199 |
Staff View
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| 490 | 0 | |a Series on concrete and applicable mathematics |v v. 12 | |
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| 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 | |
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Record in the Search Index
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| 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 |
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| dewey-sort | 3519.233 |
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| discipline | Mathematik |
| format | Electronic eBook |
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| indexdate | 2024-07-10T07:18:15Z |
| institution | BVB |
| isbn | 9789814322188 9789814322195 9814322180 9814322199 |
| language | English |
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| physical | 1 Online-Ressource (xviii, 805 pages) |
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| publishDate | 2011 |
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| publisher | World Scientific |
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| 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 |