Pseudo-Differential Operators and Markov Processes (MATHEMATICAL RESEARCH) - Softcover

Jacob, Niels

 
9783055017315: Pseudo-Differential Operators and Markov Processes (MATHEMATICAL RESEARCH)

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.

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9781860942938: Pseudo-Differential Operators and Markov Processes

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ISBN 10:  1860942938 ISBN 13:  9781860942938
Publisher: Imperial College Pr, 2001
Hardcover