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Markov Processes, Feller Semigroups and Evolution Equations
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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.
World Scientific Publishing Company; November 2010
800 pages; ISBN 9789814322195
Read online, or download in secure PDF format
800 pages; ISBN 9789814322195
Read online, or download in secure PDF format
