menu
{ "item_title" : "Pseudo Differential Operators and Markov Processes, Volume III", "item_author" : [" Niels Jacob "], "item_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.Sample Chapter(s)", "item_img_path" : "https://covers4.booksamillion.com/covers/bam/1/86/094/568/1860945686_b.jpg", "price_data" : { "retail_price" : "181.00", "online_price" : "181.00", "our_price" : "181.00", "club_price" : "181.00", "savings_pct" : "0", "savings_amt" : "0.00", "club_savings_pct" : "0", "club_savings_amt" : "0.00", "discount_pct" : "10", "store_price" : "" } }
Pseudo Differential Operators and Markov Processes, Volume III|Niels Jacob

Pseudo Differential Operators and Markov Processes, Volume III : Markov Processes and Applications

local_shippingShip to Me
In Stock.
FREE Shipping for Club Members help

Overview

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.Sample Chapter(s)

This item is Non-Returnable

    1

Details

  • ISBN-13: 9781860945687
  • ISBN-10: 1860945686
  • Publisher: Imperial College Press
  • Publish Date: June 2005
  • Dimensions: 9.18 x 6.52 x 1.25 inches
  • Shipping Weight: 1.83 pounds
  • Page Count: 504

Related Categories

BAM Customer Reviews