Markov Processes, Feller Semigroups And Evolution Equations - Series on Concrete & Applicable Mathematics 12 (Hardback)
  • Markov Processes, Feller Semigroups And Evolution Equations - Series on Concrete & Applicable Mathematics 12 (Hardback)
zoom

Markov Processes, Feller Semigroups And Evolution Equations - Series on Concrete & Applicable Mathematics 12 (Hardback)

(author)
£145.00
Hardback 824 Pages / Published: 26/11/2010
  • We can order this

Usually dispatched within 2 weeks

  • This item has been added to your basket
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.

Publisher: World Scientific Publishing Co Pte Ltd
ISBN: 9789814322188
Number of pages: 824
Weight: 1279 g
Dimensions: 231 x 155 x 46 mm

You may also be interested in...

Spatial Analysis in Epidemiology
Added to basket
Maths Skills for A Level Business Studies
Added to basket
Mathematical Techniques
Added to basket
Mathematics for Finance
Added to basket
Networks: A Very Short Introduction
Added to basket
A First Course in Coding Theory
Added to basket
Advanced Engineering Mathematics
Added to basket
Essential Medical Statistics 2E
Added to basket
Probability
Added to basket
£26.49
Paperback
Chaos: A Very Short Introduction
Added to basket
Mathematics for Economics and Finance
Added to basket
Chaos
Added to basket
£10.99
Paperback
Doing Bayesian Data Analysis
Added to basket

Reviews

Please sign in to write a review

Your review has been submitted successfully.