Research Catalog

Markov processes, Feller semigroups and evolution equations

Title
Markov processes, Feller semigroups and evolution equations / Jan A. van Casteren.
Author
Casteren, J. A. van.
Publication
Singapore ; Hackensack, NJ : World Scientific, 2011.

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Details

Description
xviii, 805 pages; 24 cm.
Summary
This volume provides a systematic 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.
Series Statement
Series on concrete and applicable mathematics, 1793-1142 ; v. 12
Uniform Title
Series on concrete and applicable mathematics ; v. 12.
Subject
  • Markov processes
  • Evolution equations
  • Markov Chains
  • Mathematics
  • Evolution equations
  • Markov processes
  • Markovprocesser
Bibliography (note)
  • Includes bibliographical references (p. 759-788) and index.
Contents
Strong Markov processes on Polish spaces -- Strong Markov processes : proof of main results -- Space-time operators and miscellaneous topics -- Feynman-Kac formulas, backward stochastic differential equations, and Markov processes -- Viscosity solutions, backward stochastic differential equations, and Markov processes -- The Hamilton-Jacobi-Bellman equation and the stochastic Noether theorem -- On non-stationary Markov processes and Dunford projections -- Coupling methods and Sobolev type inequalities -- Invariant measure.
ISBN
  • 9789814322188 (hbk.)
  • 9814322180 (hbk.)
  • 9789814322188
  • 9814322180
OCLC
  • ocn703355163
  • 703355163
  • SCSB-9183908
Owning Institutions
Princeton University Library