Pseudo Diff Operator & Markov Proc..(V3)
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Book Overview This volume concentrates on how to construct a Markov process by starting with a suitable pseudo-differential operator. Feller processes,...
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.
Book Details Format: Hardcover | Pages: 474 | Language: English | Publisher: IMPERIAL COLLEGE PR | ISBN: 1860945686
FormatHardcover
Pages474
LanguageEnglish
ISBN1860945686
EAN9781860945687
PublisherIMPERIAL COLLEGE PR
Publication Date1970-01-01
Edition2
AccessoriesNo Accessory
ConditionNew
Product TypeHARD COVER BOOKS
Weight1.83 Pounds
Length9.18 Inches
Width6.52 Inches
Height1.25 Inches
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