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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Format: | Elektronisch E-Book |
Sprache: | English |
Veröffentlicht: |
Singapore ; Hackensack, NJ :
World Scientific,
2011.
|
Schriftenreihe: | Series on concrete and applicable mathematics ;
v. 12. |
Schlagworte: | |
Online-Zugang: | 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: | 1 online resource (xviii, 805 pages) |
Bibliographie: | Includes bibliographical references (pages 759-788) and index. |
ISBN: | 9789814322195 9814322199 |
ISSN: | 1793-1142 ; |
Internformat
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100 | 1 | |a Casteren, J. A. van. | |
245 | 1 | 0 | |a Markov processes, Feller semigroups and evolution equations / |c Jan A. van Casteren. |
260 | |a Singapore ; |a Hackensack, NJ : |b World Scientific, |c 2011. | ||
300 | |a 1 online resource (xviii, 805 pages) | ||
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490 | 1 | |a Series on concrete and applicable mathematics, |x 1793-1142 ; |v v. 12 | |
504 | |a Includes bibliographical references (pages 759-788) and index. | ||
505 | 0 | |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. | |
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. | ||
588 | 0 | |a Print version record. | |
650 | 0 | |a Markov processes. |0 http://id.loc.gov/authorities/subjects/sh85081369 | |
650 | 0 | |a Evolution equations. |0 http://id.loc.gov/authorities/subjects/sh85046035 | |
650 | 2 | |a Markov Chains |0 https://id.nlm.nih.gov/mesh/D008390 | |
650 | 6 | |a Processus de Markov. | |
650 | 6 | |a Équations d'évolution. | |
650 | 7 | |a MATHEMATICS |x Probability & Statistics |x Stochastic Processes. |2 bisacsh | |
650 | 7 | |a Evolution equations |2 fast | |
650 | 7 | |a Markov processes |2 fast | |
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Datensatz im Suchindex
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adam_text | |
any_adam_object | |
author | Casteren, J. A. van |
author_facet | Casteren, J. A. van |
author_role | |
author_sort | Casteren, J. A. van |
author_variant | j a v c jav javc |
building | Verbundindex |
bvnumber | localFWS |
callnumber-first | Q - Science |
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collection | ZDB-4-EBA |
contents | 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. |
ctrlnum | (OCoLC)740435780 |
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 | ZDB-4-EBA-ocn740435780 |
illustrated | Not Illustrated |
indexdate | 2024-10-25T16:18:10Z |
institution | BVB |
isbn | 9789814322195 9814322199 |
issn | 1793-1142 ; |
language | English |
oclc_num | 740435780 |
open_access_boolean | |
owner | MAIN |
owner_facet | MAIN |
physical | 1 online resource (xviii, 805 pages) |
psigel | ZDB-4-EBA |
publishDate | 2011 |
publishDateSearch | 2011 |
publishDateSort | 2011 |
publisher | World Scientific, |
record_format | marc |
series | Series on concrete and applicable mathematics ; |
series2 | Series on concrete and applicable mathematics, |
spelling | Casteren, J. A. van. Markov processes, Feller semigroups and evolution equations / Jan A. van Casteren. Singapore ; Hackensack, NJ : World Scientific, 2011. 1 online resource (xviii, 805 pages) text txt rdacontent computer c rdamedia online resource cr rdacarrier Series on concrete and applicable mathematics, 1793-1142 ; 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. Print version record. Markov processes. http://id.loc.gov/authorities/subjects/sh85081369 Evolution equations. http://id.loc.gov/authorities/subjects/sh85046035 Markov Chains https://id.nlm.nih.gov/mesh/D008390 Processus de Markov. Équations d'évolution. MATHEMATICS Probability & Statistics Stochastic Processes. bisacsh Evolution equations fast Markov processes fast has work: Markov processes, Feller semigroups and evolution equations (Text) https://id.oclc.org/worldcat/entity/E39PCFVGbMMHKWjrY88qtMMhQC https://id.oclc.org/worldcat/ontology/hasWork Print version: Casteren, J.A. van. Markov processes, Feller semigroups and evolution equations. Singapore ; Hackensack, NJ : World Scientific, 2011 9789814322188 (OCoLC)703355163 Series on concrete and applicable mathematics ; v. 12. http://id.loc.gov/authorities/names/no2001065027 FWS01 ZDB-4-EBA FWS_PDA_EBA https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=374885 Volltext CBO01 ZDB-4-EBA FWS_PDA_EBA https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=374885 Volltext |
spellingShingle | Casteren, J. A. van Markov processes, Feller semigroups and evolution equations / Series on concrete and applicable mathematics ; 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. Markov processes. http://id.loc.gov/authorities/subjects/sh85081369 Evolution equations. http://id.loc.gov/authorities/subjects/sh85046035 Markov Chains https://id.nlm.nih.gov/mesh/D008390 Processus de Markov. Équations d'évolution. MATHEMATICS Probability & Statistics Stochastic Processes. bisacsh Evolution equations fast Markov processes fast |
subject_GND | http://id.loc.gov/authorities/subjects/sh85081369 http://id.loc.gov/authorities/subjects/sh85046035 https://id.nlm.nih.gov/mesh/D008390 |
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. http://id.loc.gov/authorities/subjects/sh85081369 Evolution equations. http://id.loc.gov/authorities/subjects/sh85046035 Markov Chains https://id.nlm.nih.gov/mesh/D008390 Processus de Markov. Équations d'évolution. MATHEMATICS Probability & Statistics Stochastic Processes. bisacsh Evolution equations fast Markov processes fast |
topic_facet | Markov processes. Evolution equations. Markov Chains Processus de Markov. Équations d'évolution. MATHEMATICS Probability & Statistics Stochastic Processes. Evolution equations Markov processes |
url | https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=374885 |
work_keys_str_mv | AT casterenjavan markovprocessesfellersemigroupsandevolutionequations |