Markov processes, Feller semigroups and evolution equations

Casteren, J. A. van.

Markov processes, Feller semigroups and evolution equations [electronic resource] / Jan A. van Casteren. - Hackensack, N.J. : World Scientific, 2011. - xviii, 805 p. - Series on concrete and applicable mathematics, v. 12 1793-1142 ; . - Series on concrete and applicable mathematics ; v. 12. .

Includes bibliographical references and index.

pt. 1. Introduction -- pt. 2. Strong Markov processes -- pt. 3. Backward stochastic differential equations -- pt. 4. Long time behavior.


Electronic reproduction.
Palo Alto, Calif. :
ebrary,
2013.
Available via World Wide Web.
Access may be limited to ebrary affiliated libraries.




Markov processes.
Semigroups of operators.
Evolution equations.


Electronic books.

QA274.7 / .C37 2011eb