Markov processes, Feller semigroups and evolution equations / Jan A. van Casteren.
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Superior document: | Series on concrete and applicable mathematics, v. 12 |
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TeilnehmendeR: | |
Year of Publication: | 2011 |
Language: | English |
Series: | Series on concrete and applicable mathematics ;
v. 12. |
Online Access: | |
Physical Description: | xviii, 805 p. |
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Table of Contents:
- pt. 1. Introduction
- pt. 2. Strong Markov processes
- pt. 3. Backward stochastic differential equations
- pt. 4. Long time behavior.