Pseudo Diff Operator & Markov Proc..(V3) (English, Jacob N)
by Jacob N
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Book Details
Publisher
Imperial College Press
Language
English
ISBN-13
9781860945687
ISBN-10
1860945686
Author
Jacob N
About the Book
This volume concentrates on how to construct a Markov process by starting with a suitable pseudo-differential operator. Feller processes, Hunt processes associated with Lp-sub-Markovian semigroups and processes constructed by using the Martingale problem are at the center of the considerations. The potential theory of these processes is further developed and applications are discussed. Due to the non-locality of the generators, the processes are…
ISBN: 9781860945687
ISBN-13: 9781860945687
ISBN-10: 1860945686
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Product ID: isbn-9781860945687
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