libcats.org
Главная

Pseudo differential operators and Markov processes 3. Markov processes and applications

Обложка книги Pseudo differential operators and Markov processes 3. Markov processes and applications

Pseudo differential operators and Markov processes 3. Markov processes and applications

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.
Популярные книги за неделю:

50 рецептов для аэрогриля

Автор:
Категория: house, house, cook
Размер книги: 771 Kb

Ключ к сверхсознанию

Автор:
Категория: Путь к себе
Размер книги: 309 Kb

Contemporary Theatre, Film and Television, Volume 97

Автор:
Размер книги: 3.18 Mb
Только что пользователи скачали эти книги:

Път към могъщество и слава

Автор:
Размер книги: 268 Kb

Political Game Theory: An Introduction

Автор: , Автор:
Категория: Politics_Sociology
Размер книги: 2.30 Mb

Змей Горыныч

Автор:
Категория: Эротика
Размер книги: 13 Kb

Carpet Ride to Khiva

Автор:
Размер книги: 1.31 Mb