Description

Book Synopsis
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.

Table of Contents
# 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

Pseudo Differential Operators And Markov

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    A Hardback by Niels Jacob

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      Publisher: Imperial College Press
      Publication Date: Publication Date: 16/06/2005
      ISBN13: 9781860945687, 978-1860945687
      ISBN10: 1860945686

      Description

      Book Synopsis
      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.

      Table of Contents
      # 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

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