ENGLISH

Pseudo-Differential Operators and Markov Processes: Volume III: Markov Processes and Applications: 3

By Niels Jacob

Book information

Publisher
Imperial College Press
Year
2005
ISBN
9781860945687, 9781860947155, 1860945686
Open Library ID
OL8628150M
Language
english
Format
PDF
Filesize
18 MB (18598751 bytes)
Edition
illustrated edition
Pages
504\504
Time added
2011-01-08 23:22:23

Description

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.

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