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PSEUDO DIFF OPERATOR & MARKOV PROC..(V3)

-15% su kodu: ENG15
322,42 
Įprasta kaina: 379,32 
-15% su kodu: ENG15
Kupono kodas: ENG15
Akcija baigiasi: 2025-03-03
-15% su kodu: ENG15
322,42 
Įprasta kaina: 379,32 
-15% su kodu: ENG15
Kupono kodas: ENG15
Akcija baigiasi: 2025-03-03
-15% su kodu: ENG15
2025-02-28 379.3200 InStock
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Knygos aprašymas

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.

Informacija

Autorius: N Jacob
Leidėjas: ICP
Išleidimo metai: 2005
Knygos puslapių skaičius: 504
ISBN-10: 1860945686
ISBN-13: 9781860945687
Formatas: 235 x 157 x 31 mm. Knyga kietu viršeliu
Kalba: Anglų

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