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

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

By: Niels Jacob (author)Hardback

Up to 2 WeeksUsually despatched within 2 weeks

Description

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 jump processes and their relations to Levy processes are investigated. Special emphasis is given to the symbol of a process, a notion which generalizes that of the characteristic exponent of a Levy process and provides a natural link to pseudo-differential operator theory.

Contents

# Essentials from Probability Theory # Feller Processes # The Martingale Problem # Lp-Sub-Markovian Semigroups and Hunt Processes # Markov Processes and Potential Theory # Selected Applications and Extensions

Product Details

  • ISBN13: 9781860945687
  • Format: Hardback
  • Number Of Pages: 504
  • ID: 9781860945687
  • ISBN10: 1860945686

Delivery Information

  • Saver Delivery: Yes
  • 1st Class Delivery: Yes
  • Courier Delivery: Yes
  • Store Delivery: Yes

Prices are for internet purchases only. Prices and availability in WHSmith Stores may vary significantly

Close