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Více informací o knize Markov Processes, Feller Semigroups And Evolution Equations

• Parametry knihy
• Anotace
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Anotace knihy

This 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. This mathematical material finds its applications in several branches of the scientific world among which mathematical physics, hedging models in financial mathematics, population models.

Parametry knihy

Zařazení knihy Knihy v angličtině Mathematics & science Mathematics Applied mathematics

• Plný název: Markov Processes, Feller Semigroups And Evolution Equations
• Autor: Jan A.Van Casteren
• Jazyk: Angličtina
• Vazba: Pevná
• Počet stran: 824
• EAN: 9789814322188
• ISBN: 9814322180
• ID: 05070232
• Nakladatelství: World Scientific Publishing Co Pte Ltd
• Hmotnost: 1274 g
• Rozměry: 233 × 155 × 52 mm
• Datum vydání: 26. November 2010

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