Markov Processes, Feller Semigroups and Evolution Equations by Jan A. Van Casteren

Markov Processes, Feller Semigroups and Evolution Equations

Series on Concrete and Applicable Mathematics

Jan A. Van Casteren

805 pages missing pub info (editions)

nonfiction mathematics science
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The book provides a systemic treatment of time-dependent strong Markov processes with values in a Polish space. It describes its generators and the link with stochastic differential equations in infinite dimensions. In a unifying way, where the sq...

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