Markov processes, Feller semigroups and evolution equations / Jan A. van Casteren

Public ISBD Titre : Markov processes, Feller semigroups and evolution equations Type de document : texte imprimé Auteurs : Jan A. van Casteren, Auteur Editeur : Singapore : World scientific Année de publication : 2011 Collection : Series on Concrete and Applicable Mathematics num. 12 Importance : xviii - 805 p. Format : 24 cm ISBN/ISSN/EAN : 978-981-4322-18-8 Langues : Anglais Catégories : 60-XX Probability theory and stochastic processes :60-02 Research exposition (monographs, survey articles) 60-XX Probability theory and stochastic processes :60GXX Stochastic processes:60G44 Martingales with continuous parameter 60-XX Probability theory and stochastic processes :60HXX Stochastic analysis :60H10 Stochastic ordinary differential equations 60-XX Probability theory and stochastic processes :60JXX Markov processes:60J25 Markov processes with continuous parameter Mots-clés : Markov process  ergodicity  invariant measure  backward stochastic differential equation  maximum principle  analytic semigroup Index. décimale : 60C Monographie Markov processes, Feller semigroups and evolution equations [texte imprimé] / Jan A. van Casteren, Auteur . - Singapore : World scientific, 2011 . - xviii - 805 p. ; 24 cm. - (Series on Concrete and Applicable Mathematics; 12) . ISBN : 978-981-4322-18-8 Langues : Anglais Catégories : 60-XX Probability theory and stochastic processes :60-02 Research exposition (monographs, survey articles) 60-XX Probability theory and stochastic processes :60GXX Stochastic processes:60G44 Martingales with continuous parameter 60-XX Probability theory and stochastic processes :60HXX Stochastic analysis :60H10 Stochastic ordinary differential equations 60-XX Probability theory and stochastic processes :60JXX Markov processes:60J25 Markov processes with continuous parameter Mots-clés : Markov process  ergodicity  invariant measure  backward stochastic differential equation  maximum principle  analytic semigroup Index. décimale : 60C Monographie

Exemplaires

Code-barres	Cote	Support	Localisation	Section	Disponibilité
20158	60C312	imprimé / autre	CRDM	60/THEORIE DES PROBABILITES ET PROCESSUS STOCHASTICS	Disponible

Stochastic spectral theory for selfadjoint Feller operators / Demuth, Michael

Public ISBD Titre : Stochastic spectral theory for selfadjoint Feller operators : a functional integration approach Type de document : texte imprimé Auteurs : Demuth, Michael ; Jan A. van Casteren Editeur : Birkhäuser Verlag Année de publication : 2000 Collection : Probability and Its Applications Importance : xii - 463 p. ISBN/ISSN/EAN : 978-3-7643-5887-7 Langues : Anglais Catégories : 47-XX Operator theory:47-02 Research exposition (monographs, survey articles) 47-XX Operator theory:47AXX General theory of linear operators:47A10 Spectrum, resolvent 47-XX Operator theory:47AXX General theory of linear operators:47A40 Scattering theory 47-XX Operator theory:47DXX Groups and semigroups of linear operators, their generalizations and applications:47D06 One-parameter semigroups and linear evolution equations 60-XX Probability theory and stochastic processes :60-02 Research exposition (monographs, survey articles) Mots-clés : resolvents  stochastic spectral analysis  feynman-kac formula  schr?ger semigroup  hamiltonian semigroup  perturbation theory  feller operators Index. décimale : 60C Monographie Stochastic spectral theory for selfadjoint Feller operators : a functional integration approach [texte imprimé] / Demuth, Michael ; Jan A. van Casteren . - [S.l.] : Birkhäuser Verlag, 2000 . - xii - 463 p. . - (Probability and Its Applications) . ISBN : 978-3-7643-5887-7 Langues : Anglais Catégories : 47-XX Operator theory:47-02 Research exposition (monographs, survey articles) 47-XX Operator theory:47AXX General theory of linear operators:47A10 Spectrum, resolvent 47-XX Operator theory:47AXX General theory of linear operators:47A40 Scattering theory 47-XX Operator theory:47DXX Groups and semigroups of linear operators, their generalizations and applications:47D06 One-parameter semigroups and linear evolution equations 60-XX Probability theory and stochastic processes :60-02 Research exposition (monographs, survey articles) Mots-clés : resolvents  stochastic spectral analysis  feynman-kac formula  schr?ger semigroup  hamiltonian semigroup  perturbation theory  feller operators Index. décimale : 60C Monographie

Exemplaires

Code-barres	Cote	Support	Localisation	Section	Disponibilité
14929	60C229	imprimé / autre	CRDM	60/THEORIE DES PROBABILITES ET PROCESSUS STOCHASTICS	Disponible

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