Pseudo Differential Operators and Markov Processes, Volume III: Markov Processes and Applications (Hardcover) (ISBN-13: 9781860945687)

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.

Author: Niels Jacob
ISBN-10: 1860945686
ISBN-13: 9781860945687
Publisher: Imperial College Press
Language: English
Published: 06/16/2005
Pages: 504
Format: Hardcover
Weight: 1.83lbs
Size: 9.18h x 6.52w x 1.25d