Fr. 391.20

Jan A. van Casteren, Jan A van Casteren, Jan A. Van Casteren

MARKOV PROCE, FELLER SEMIGROUPS &..(V12)

English · Hardback

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Description

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. This mathematical material finds its applications in several branches of the scientific world among which mathematical physics, hedging models in financial mathematics, population models.

Product details

Authors	Jan A. van Casteren, Jan A van Casteren, Jan A. Van Casteren
Publisher	World Scientific

Languages	English
Product format	Hardback
Released	25.11.2010

EAN	9789814322188
ISBN	978-981-4322-18-8
No. of pages	824
Dimensions	157 mm x 235 mm x 48 mm
Weight	1321 g
Series	Series on Concrete and Applica
Subject	Natural sciences, medicine, IT, technology > Mathematics > Probability theory, stochastic theory, mathematical statistics

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