Markov processes, Feller semigroups and evolution equations
| Main Author: | |
|---|---|
| Corporate Author: | |
| Format: | Book |
| Language: | English |
| Published: |
Hackensack, N.J. :
World Scientific,
2011.
|
| Series: | Series on concrete and applicable mathematics,
v. 12 |
| Subjects: | |
| Online Access: | http://site.ebrary.com/lib/ucy/Doc?id=10479983 |
Table of Contents:
- pt. 1. Introduction
- pt. 2. Strong Markov processes
- pt. 3. Backward stochastic differential equations
- pt. 4. Long time behavior.