Pseudo-Differential Operators and Markov Processes

Pseudo-Differential Operators and Markov Processes

Hardback (13 Jun 1996)

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Publisher's Synopsis

This study examines several cases in which pseudo-differential operators extend to to a generator of a Feller semi-group, hence to a generator of a Markov process. It also discusses how to derive properties of these Markov processes from properties of the symbol of the generator.

Book information

ISBN: 9783055017315
Publisher: Wiley-VCH
Imprint: Wiley-VCH
Pub date:
Language: English
Number of pages: 209
Weight: 440g
Height: 94mm
Width: 66mm
Spine width: 12mm