PSEUDO DIFFERENTIAL OPERATORS AND MARKOV PROCESSES
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PSEUDO DIFFERENTIAL OPERATORS AND MARKOV PROCESSES
Volume III: Markov Processes and Applications
by Niels Jacob (University of Wales Swansea, UK)
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.
Contents:
- Essentials from Probability Theory
- Feller Processes
- The Martingale Problem
- Lp-Sub-Markovian Semigroups and Hunt Processes
- Markov Processes and Potential Theory
- Selected Applications and Extensions
View Full Text (18,163 KB)
Readership: Graduate students and researchers in probability theory,
analysis and mathematical physics.
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504pp
Pub. date: Jun 2005
eISBN 978-1-86094-715-5
US$101
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