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Pseudo Differential Operators And Markov Processes, Volume Iii: Markov Processes And Applications

Download or Read eBook Pseudo Differential Operators And Markov Processes, Volume Iii: Markov Processes And Applications PDF written by Niels Jacob and published by World Scientific. This book was released on 2005-06-14 with total page 504 pages. Available in PDF, EPUB and Kindle.
Pseudo Differential Operators And Markov Processes, Volume Iii: Markov Processes And Applications
Author :
Publisher : World Scientific
Total Pages : 504
Release :
ISBN-10 : 9781783260249
ISBN-13 : 1783260246
Rating : 4/5 (49 Downloads)

Book Synopsis Pseudo Differential Operators And Markov Processes, Volume Iii: Markov Processes And Applications by : Niels Jacob

Book excerpt: 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./a


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