Pseudo Differential Operators & Markov Processes

Pseudo Differential Operators & Markov Processes pdf epub mobi txt 电子书 下载 2025

出版者:World Scientific Pub Co Inc
作者:Jacob, Niels
出品人:
页数:474
译者:
出版时间:2005-6
价格:$ 160.00
装帧:HRD
isbn号码:9781860945687
丛书系列:
图书标签:
  • 伪微分算子
  • 马尔可夫过程
  • 泛函分析
  • 偏微分方程
  • 概率论
  • 调和分析
  • 奇异积分
  • 算子理论
  • 数学物理
  • Stochastic Processes
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具体描述

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.

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