Pseudo Differential Operators And Markov Processes, Volume Iii: Markov Processes And Applications

Pseudo Differential Operators And Markov Processes, Volume Iii: Markov Processes And Applications

Hardback (16 Jun 2005)

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Publisher's Synopsis

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.

Book information

ISBN: 9781860945687
Publisher: Imperial College Press
Imprint: Imperial College Press
Pub date:
Language: English
Number of pages: 504
Weight: 830g
Height: 233mm
Width: 166mm
Spine width: 32mm