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

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Jacob, Niels 作者

World Scientific Pub Co Inc

译者

2005-6 出版日期

474 页数

$ 160.00 价格

HRD

丛书系列

9781860945687 图书编码

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

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