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...
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| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Singapore
World Scientific Pub. Co.
c2011
|
| Series: | Series on concrete and applicable mathematics
v. 12 |
| Subjects: | |
| Online Access: | FHN01 Volltext |
| Summary: | 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: | xviii, 805 p |
| ISBN: | 9789814322195 |
Staff View
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Record in the Search Index
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| 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 |
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| 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 |
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| 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 |