ENGLISH

Pseudo Differential Operators & Markov Processes: Markov Processes And Applications Vol.3

By Niels Jacob

Book information

Publisher
ICP
Year
2005
ISBN
1860945686, 9781860945687
Language
english
Format
DJVU
Filesize
3 MB (2782954 bytes)
Pages
504\504
Library
Kolxo3
DPI
300
Scanned
yes
Time added
2012-08-21 20:00:00

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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