Pseudo Differential Operators And Markov Processes, Volume Iii: Markov Processes And Applications

Discover the intricate world of Markov processes with "Pseudo Differential Operators And Markov Processes, Volume III: Markov Processes And Applications" by Niels Jacob. Published by Imperial College Press in 2005, this comprehensive hardback edition spans 504 pages and delves deep into the construction of Markov processes through suitable pseudo-differential operators. This volume highlights key concepts such as Feller processes and Hunt processes associated with Lp-sub-Markovian semigroups, as well as processes developed using the Martingale problem. Ideal for researchers and students in mathematics and stochastics, this book serves as an essential resource for understanding the applications and theoretical underpinnings of Markov processes. Enhance your mathematical library with this authoritative text by Niels Jacob.