Pseudo Differential Operators & Markov Processes pdf epub mobi txt 电子书下载 2024

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Jacob, Niels

World Scientific Pub Co Inc

2005-6

474

$ 160.00

HRD

9781860945687

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发表于2024-11-27

Pseudo Differential Operators & Markov Processes epub 下载 mobi 下载 pdf 下载 txt 电子书下载 2024

Pseudo Differential Operators & Markov Processes pdf epub mobi txt 电子书下载 2024

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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.

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