Pseudo Differential Operators & Markov Processes: Markov Processes And Applications: Vol 3

Niels Jacob

ISBN 10: 1860945686 / ISBN 13: 9781860945687

Verlag: Imperial College Pr, 2005

Beschreibung

illustrated edition. 474 pages. 9.00x6.00x1.25 inches. In Stock. Bestandsnummer des Verkäufers x-1860945686

Bibliografische Details

Titel: Pseudo Differential Operators & Markov ...

Verlag: Imperial College Pr

Erscheinungsdatum: 2005

Einband: Hardcover

Zustand: Brand New

Über diesen Titel

Inhaltsangabe:

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 GENERALIZES THAT OF THE CHARACTERISTIC EXPONENT OF A LEVY PROCESS AND PROVIDES A NATURAL LINK TO PSEUDO-DIFFERENTIAL OPERATOR THEORY.SAMPLE CHAPTER(S)CHAPTER 1: INTRODUCTION (225 KB)

Reseña del editor:

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 generalizes that of the characteristic exponent of a Levy process and provides a natural link to pseudo-differential operator theory.