Markov processes, feller semigroups and evolution equations
Auteur :
Van Casteren, Jan A
Éditeur :
World Scientific Publishing Co Pte Ltd
ISBN :
9789814322188
Date de publication :
26 nov. 2010
Langue :
Anglais
Pays d'origine :
Singapour
Provides a systemic treatment of time-dependent strong Markov processes with values in a Polish space. This book describes its generators and the link with stochastic differential equations in infinite dimensions.