Markov processes and applications / N. Jacob.

Format:

Book

Author/Creator:

Jacob, Niels.

Series:

Pseudo differential operators & Markov processes ; 3

Language:

English

Subjects (All):

Markov processes.

Pseudodifferential operators.

Potential theory (Mathematics).

Physical Description:

1 online resource (504 p.)

Edition:

1st ed.

Place of Publication:

London : Imperial College Press, 2005.

Language Note:

English

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 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 generalize

Contents:

Contents; Preface; Notation; Introduction: Pseudo-Differential Operators and Markov Processes; Part III Markov Processes and Applications; Appendix A Parametrix Construction for Fundamental Solutions of Evolution Equations; Appendix B A Parameter Dependent Extension of Hoh's Calculus; Appendix C On Roth's Method for Constructing Feller Semigroups; Appendix D More Continuous Negative Definite Functions 1; Appendix E More (Complete) Bernstein Functions1; Bibliography; Author Index; Subject Index

Notes:

Description based upon print version of record.

Includes bibliographical references and index.

ISBN:

9786611866914

9781281866912

1281866911

9781860947155

1860947158

OCLC:

476064246