Markov processes, Feller semigroups and evolution equations
| Основен автор: | Casteren, J. A. van. |
|---|---|
| Автор-организации: | ebrary, Inc. |
| Формат: | Електронен |
| Език: | English |
| Публикувано: |
Hackensack, N.J. :
World Scientific,
2011.
|
| Серия: |
Series on concrete and applicable mathematics,
v. 12 |
| Предмети: | |
| Онлайн достъп: |
An electronic book accessible through the World Wide Web; click to view |
Съдържание:
- pt. 1. Introduction
- pt. 2. Strong Markov processes
- pt. 3. Backward stochastic differential equations
- pt. 4. Long time behavior.