Pseudo differential operators and markov processes, volume iii: markov processes and applications
Auteur :
Jacob, Niels
Éditeur :
Imperial College Press
ISBN :
9781860945687
Date de publication :
16 juin 2005
Langue :
Anglais
Pays d'origine :
Grande Bretagne
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.