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Markov processes, Feller semigroups and evolution equations

by Casteren, J. A. van.
Additional authors: ebrary, Inc.
Series: Series on concrete and applicable mathematics, 1793-1142 ; . v. 12 Published by : World Scientific, (Hackensack, N.J. :) Physical details: xviii, 805 p.
Subject(s): Markov processes. | Semigroups of operators. | Evolution equations. | Electronic books.
Year: 2011
Online resources:
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Includes bibliographical references and index.

pt. 1. Introduction -- pt. 2. Strong Markov processes -- pt. 3. Backward stochastic differential equations -- pt. 4. Long time behavior.

Electronic reproduction. Palo Alto, Calif. : ebrary, 2013. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.

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