Markov processes, Feller semigroups and evolution equations:
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 b...
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Singapore
World Scientific Pub. Co.
c2011
|
| Schriftenreihe: | Series on concrete and applicable mathematics
v. 12 |
| Schlagworte: | |
| Online-Zugang: | FHN01 Volltext |
| Zusammenfassung: | 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: | xviii, 805 p |
| ISBN: | 9789814322195 |
Internformat
MARC
| LEADER | 00000nmm a2200000zcb4500 | ||
|---|---|---|---|
| 001 | BV044638204 | ||
| 003 | DE-604 | ||
| 005 | 00000000000000.0 | ||
| 007 | cr|uuu---uuuuu | ||
| 008 | 171120s2011 |||| o||u| ||||||eng d | ||
| 020 | |a 9789814322195 |c electronic bk. |9 978-981-4322-19-5 | ||
| 024 | 7 | |a 10.1142/7871 |2 doi | |
| 035 | |a (ZDB-124-WOP)00001228 | ||
| 035 | |a (OCoLC)1012698536 | ||
| 035 | |a (DE-599)BVBBV044638204 | ||
| 040 | |a DE-604 |b ger |e aacr | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-92 | ||
| 082 | 0 | |a 519.233 |2 22 | |
| 084 | |a SK 820 |0 (DE-625)143258: |2 rvk | ||
| 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 Pub. Co. |c c2011 | |
| 300 | |a xviii, 805 p | ||
| 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 | |
| 520 | |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 Markov processes | |
| 650 | 4 | |a Evolution equations | |
| 650 | 0 | 7 | |a Evolutionsgleichung |0 (DE-588)4129061-6 |2 gnd |9 rswk-swf |
| 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 |
| 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 | |
| 776 | 0 | 8 | |i Erscheint auch als |n Druck-Ausgabe |z 9789814322188 |
| 776 | 0 | 8 | |i Erscheint auch als |n Druck-Ausgabe |z 9814322180 |
| 856 | 4 | 0 | |u http://www.worldscientific.com/worldscibooks/10.1142/7871#t=toc |x Verlag |z URL des Erstveroeffentlichers |3 Volltext |
| 912 | |a ZDB-124-WOP | ||
| 999 | |a oai:aleph.bib-bvb.de:BVB01-030036178 | ||
| 883 | 1 | |8 1\p |a cgwrk |d 20201028 |q DE-101 |u https://d-nb.info/provenance/plan#cgwrk | |
| 966 | e | |u http://www.worldscientific.com/worldscibooks/10.1142/7871#t=toc |l FHN01 |p ZDB-124-WOP |q FHN_PDA_WOP |x Verlag |3 Volltext | |
Datensatz im Suchindex
| _version_ | 1804178054615924736 |
|---|---|
| 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 | BV044638204 |
| classification_rvk | SK 820 |
| collection | ZDB-124-WOP |
| ctrlnum | (ZDB-124-WOP)00001228 (OCoLC)1012698536 (DE-599)BVBBV044638204 |
| 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>02702nmm a2200505zcb4500</leader><controlfield tag="001">BV044638204</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">00000000000000.0</controlfield><controlfield tag="007">cr|uuu---uuuuu</controlfield><controlfield tag="008">171120s2011 |||| o||u| ||||||eng d</controlfield><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="024" ind1="7" ind2=" "><subfield code="a">10.1142/7871</subfield><subfield code="2">doi</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(ZDB-124-WOP)00001228 </subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)1012698536</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV044638204</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-92</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">519.233</subfield><subfield code="2">22</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">SK 820</subfield><subfield code="0">(DE-625)143258:</subfield><subfield code="2">rvk</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 Pub. Co.</subfield><subfield code="c">c2011</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">xviii, 805 p</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="520" 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">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">Evolutionsgleichung</subfield><subfield code="0">(DE-588)4129061-6</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</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="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="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Druck-Ausgabe</subfield><subfield code="z">9789814322188</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Druck-Ausgabe</subfield><subfield code="z">9814322180</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">http://www.worldscientific.com/worldscibooks/10.1142/7871#t=toc</subfield><subfield code="x">Verlag</subfield><subfield code="z">URL des Erstveroeffentlichers</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-124-WOP</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-030036178</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://www.worldscientific.com/worldscibooks/10.1142/7871#t=toc</subfield><subfield code="l">FHN01</subfield><subfield code="p">ZDB-124-WOP</subfield><subfield code="q">FHN_PDA_WOP</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield></record></collection> |
| id | DE-604.BV044638204 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:57:52Z |
| institution | BVB |
| isbn | 9789814322195 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-030036178 |
| oclc_num | 1012698536 |
| open_access_boolean | |
| owner | DE-92 |
| owner_facet | DE-92 |
| physical | xviii, 805 p |
| psigel | ZDB-124-WOP ZDB-124-WOP FHN_PDA_WOP |
| publishDate | 2011 |
| publishDateSearch | 2011 |
| publishDateSort | 2011 |
| publisher | World Scientific Pub. Co. |
| 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 Pub. Co. c2011 xviii, 805 p txt rdacontent c rdamedia cr rdacarrier Series on concrete and applicable mathematics v. 12 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 Markov processes Evolution equations Evolutionsgleichung (DE-588)4129061-6 gnd rswk-swf Markov-Prozess (DE-588)4134948-9 gnd rswk-swf Feller-Halbgruppe (DE-588)4285866-5 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 Erscheint auch als Druck-Ausgabe 9789814322188 Erscheint auch als Druck-Ausgabe 9814322180 http://www.worldscientific.com/worldscibooks/10.1142/7871#t=toc Verlag URL des Erstveroeffentlichers 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 Markov processes Evolution equations Evolutionsgleichung (DE-588)4129061-6 gnd Markov-Prozess (DE-588)4134948-9 gnd Feller-Halbgruppe (DE-588)4285866-5 gnd |
| subject_GND | (DE-588)4129061-6 (DE-588)4134948-9 (DE-588)4285866-5 |
| 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 | Markov processes Evolution equations Evolutionsgleichung (DE-588)4129061-6 gnd Markov-Prozess (DE-588)4134948-9 gnd Feller-Halbgruppe (DE-588)4285866-5 gnd |
| topic_facet | Markov processes Evolution equations Evolutionsgleichung Markov-Prozess Feller-Halbgruppe |
| url | http://www.worldscientific.com/worldscibooks/10.1142/7871#t=toc |
| work_keys_str_mv | AT casterenjavan markovprocessesfellersemigroupsandevolutionequations |