Pseudo differential operators & Markov processes / N. Jacob.

Format:

Book

Author/Creator:

Jacob, Niels.

Contributor:

Sabin W. Colton, Jr., Memorial Fund.

Language:

English

Subjects (All):

Fourier analysis.

Pseudodifferential operators.

Dirichlet forms.

Markov processes.

Physical Description:

3 volumes ; 23 cm

Other Title:

Pseudo differential operators and Markov processes

Place of Publication:

London : Imperial College Press ; River Edge, NJ : distributed by World Scientific, c2001-c2005.

Summary:

This volume concentrates on how to construct a Markov process by starting with a suitable pseudo-differential operator. Feller processes, Hunt processes associated with L[superscript p]-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.

Contents:

v. 1. Fourier analysis and semigroups

v.2. Generators and their potential theory.

v.3. Markov processes and applications

Notes:

Includes bibliographical references and indexes.

Local Notes:

Acquired for the Penn Libraries with assistance from the Sabin W. Colton, Jr., Memorial Fund.

ISBN:

1860942938

9781860942938

1860943241

9781860943249

1860945686

9781860945687

OCLC:

49552802