Pseudo Differential Operators And Markov Processes, Volume Iii: Markov Processes And Applications

Niels (Swansea Univ, Uk) Jacob

Imperial College Press, 2005

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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.

ISBN-13
9781860945687
ISBN-10
1860945686
Publisher
Imperial College Press
Year
2005
Publication date
2005-06-16
Pages
504