Pseudo differential operators & Markov processes.
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| Format: | Book |
| Language: | English |
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London : River Edge, NJ :
Imperial College Press ; Distributed by World Scientific,
©2005.
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| Online Access: | http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=167282 |
Table of Contents:
- Introduction
- Essentials from probability theory
- Feller processes
- The martingale problem
- Lp-sub-Markovian semigroups and hunt processes
- Markov processes and potential theory
- Selected applications and extensions.