Markov processes, Feller semigroups and evolution equations
By: Jan A. van Casteren
Series: Series on concrete and applicable mathematics -- v. 12
Publisher: World Scientific
Published: 2011
Place of publication: Hackensack, NJ; London
Language: eng
Number of pages: 805
ISBN-13: 9789814322188
Subjects: Evolution equations; Markov processes
Notes: Includes bibliographical references (p. 759-788) and index.
Table of contents: title: Strong Markov processes on Polish spaces; title: Strong Markov processes : proof of main results; title: Space-time operators and miscellaneous topics; title: Feynman-Kac formulas, backward stochastic differential equations, and Markov processes; title: Viscosity solutions, backward stochastic differential equations, and Markov processes; title: The Hamilton-Jacobi-Bellman equation and the stochastic Noether theorem; title: On non-stationary Markov processes and Dunford projections; title: Coupling methods and Sobolev type inequalities; title: Invariant measure.