Markov processes, Feller semigroups and evolution equations [electronic resource] / Jan A. van Casteren.
By: Casteren, J. A. van.
Contributor(s): ebrary, Inc.
Material type: BookSeries: Series on concrete and applicable mathematics: v. 12.Publisher: Hackensack, N.J. : World Scientific, 2011Description: xviii, 805 p.Subject(s): Markov processes | Semigroups of operators | Evolution equationsGenre/Form: Electronic books.Online resources: An electronic book accessible through the World Wide Web; click to viewItem type | Current location | Collection | Call number | URL | Copy number | Status | Date due | Item holds |
---|---|---|---|---|---|---|---|---|
E-book | IUKL Library | Subscripti | http://site.ebrary.com/lib/kliuc/Doc?id=10479983 | 1 | Available |
Includes bibliographical references and index.
pt. 1. Introduction -- pt. 2. Strong Markov processes -- pt. 3. Backward stochastic differential equations -- pt. 4. Long time behavior.
Electronic reproduction. Palo Alto, Calif. : ebrary, 2013. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.
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