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{ "item_title" : "Markov Processes, Feller Semigroups and Evolution Equations", "item_author" : [" Jan A. Van Casteren "], "item_description" : "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.", "item_img_path" : "https://covers1.booksamillion.com/covers/bam/9/81/432/218/9814322180_b.jpg", "price_data" : { "retail_price" : "301.00", "online_price" : "301.00", "our_price" : "301.00", "club_price" : "301.00", "savings_pct" : "0", "savings_amt" : "0.00", "club_savings_pct" : "0", "club_savings_amt" : "0.00", "discount_pct" : "10", "store_price" : "" } }
Markov Processes, Feller Semigroups and Evolution Equations|Jan A. Van Casteren

Markov Processes, Feller Semigroups and Evolution Equations

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Overview

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.

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Details

  • ISBN-13: 9789814322188
  • ISBN-10: 9814322180
  • Publisher: World Scientific Publishing Company
  • Publish Date: November 2010
  • Dimensions: 9.1 x 6.1 x 1.8 inches
  • Shipping Weight: 2.82 pounds
  • Page Count: 824

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