Verfügbarkeit: Pseudo-differential operators & Markov processes

Pseudo-differential operators & Markov processes: 3 Markov processes and applications

Gespeichert in:

Bibliographische Detailangaben
Beteilige Person:	Jacob, Niels 1955- (VerfasserIn)
Format:	Buch
Sprache:	Englisch
Veröffentlicht:	London Imperial College Press 2005
Schlagwörter:	Markov processes Potential theory (Mathematics) Pseudodifferential operators
Links:	http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=017999173&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA
Umfang:	XXVIII, 474 S.
ISBN:	1860945686

Internformat

MARC


LEADER	00000nam a2200000 cc4500
001	BV035722419
003	DE-604
005	20091023
007	t\|
008	090914s2005 xx \|\|\|\| 00\|\|\| eng d
020			\|a 1860945686 \|9 1-86094-568-6
035			\|a (OCoLC)643418504
035			\|a (DE-599)BVBBV035722419
040			\|a DE-604 \|b ger \|e rakwb
041	0		\|a eng
049			\|a DE-355 \|a DE-91G \|a DE-384
100	1		\|a Jacob, Niels \|d 1955- \|e Verfasser \|0 (DE-588)141510129 \|4 aut
245	1	0	\|a Pseudo-differential operators & Markov processes \|n 3 \|p Markov processes and applications \|c N. Jacob
264		1	\|a London \|b Imperial College Press \|c 2005
300			\|a XXVIII, 474 S.
336			\|b txt \|2 rdacontent
337			\|b n \|2 rdamedia
338			\|b nc \|2 rdacarrier
650		4	\|a Markov processes
650		4	\|a Potential theory (Mathematics)
650		4	\|a Pseudodifferential operators
773	0	8	\|w (DE-604)BV014229605 \|g 3
856	4	2	\|m Digitalisierung UB Regensburg \|q application/pdf \|u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=017999173&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA \|3 Inhaltsverzeichnis
943	1		\|a oai:aleph.bib-bvb.de:BVB01-017999173

Datensatz im Suchindex

DE-BY-TUM_call_number	0102 MAT 607f 2013 A 2741-3
DE-BY-TUM_katkey	1922066
DE-BY-TUM_location	01
DE-BY-TUM_media_number	040080409598
_version_	1821932704688504832
adam_text	Contents Preface ix Notation xi General Notation............................. xi Functions and Distributions ....................... xiii Measures and Integrals.......................... xiv Spaces of Functions, Measures and Distributions ........... xiv Some Families of Functions ....................... xvi Norms, Scalar Products and Seminorms ................ xvii Notation from Functional Analysis, Operators ............. xvii Notations related to Pseudo-Differential Operators .......... xix Notations related to Potential Theory and Harmonic Analysis .... xix Notation from Probability Theory ................... xx Stochastic Processes and related Notations .............. xxi Notations related to càdlàg-Functions ................. xxii Notations related to Hunt Processes and I,p-Markovian Semigroups . xxiii Some more Special Notations ...................... xxiii Introduction: Pseudo-Differential Operators and Markov Processes xxv III Markov Processes and Applications 1 1 Introduction 3 2 Essentials from Probability Theory 9 2.1 Some Remarks on σ -Fields and Measures ............ 9 Contents 2.2 Some Integration Theory ..................... 17 2.3 Measure and Topology ....................... 22 2.4 Independence ............................ 24 2.5 Conditional Expectation ...................... 27 2.6 Martingales and Stopping Times ................. 33 2.7 Some Remarks to Stochastic Processes .............. 41 Feller Processes 45 3.1 Projective Limits and Canonical Processes ............ 46 3.2 Semigroups of Kernels, Transition Functions and Canonical Pro¬ cesses ................................ 51 3.3 A First Encounter with Sample Paths and Càdlàg-Functions . . 71 3.4 Markov Processes and Feller Processes .............. 80 3.5 The Shift Operator and the Strong Markov Property ...... 96 3.6 The Martingale Problem for Feller Processes .......... 108 3.7 Levy Processes and Translation Invariant Feller Semigroups . . 115 3.8 A Summary of Some Path Properties of Levy Processes .... 141 3.9 The Symbol of a Feller Process .................. 146 3.10 Notes to Chapter 3......................... 152 The Martingale Problem 157 4.1 Probability Measures on ©„([0, co)) ............... 158 4.2 Existence Results for the Pn-Martingale Problem ........ 174 4.3 A Uniqueness Criterion for the Solvability of the Martingale Problem ............................... 191 4.4 A Localization Procedure ..................... 198 4.5 On the Well-Posedness of the Martingale Problem ....... 201 4.6 The Martingale Problem and the Feller Property ........ 214 4.7 Notes to Chapter 4......................... 221 jC-sub-Markovian Semigroups and Hunt Processes 223 5.1 Why the Theory of Feller Processes is not Sufficient ...... 223 5.2 Hunt Processes ........................... 227 5.3 Hunt Processes Associated with Lp-sub-Markovian Semigroups 252 5.4 Markov Processes Associated with an ¿p-sub-Markovian Semi¬ group ................................ 276 5.5 Notes to Chapter 5......................... 279 Contents vii 6 Markov Processes and Potential Theory 283 6.1 Heuristic Links between Markov Processes and Potential Theory 284 6.2 Potential Theoretical Notions and their Probabilistic Counterparts 287 6.3 Potential Theory of Levy Processes and more Probabilistic Counterparts ............................310 6.4 Applications to Markov Processes .................319 6.5 The Balayage-Dirichiet Problem .................329 6.6 Notes to Chapter 6.........................351 7 Selected Applications and Extensions 353 7.1 Fractional Derivatives as Generators of Markov Processes . . . 354 7.2 Remarks on Markov Processes with State Spaces Having a Boundary .............................. 368 7.3 Making Parameters State Space Dependent ........... 385 7.4 Remarks on Stochastic Spectral Analysis ............. 389 7.5 Function Spaces Associated with a Continuous Negative Definite Function ............................... 393 7.6 Notes to Chapter 7......................... 400 A Parametrix Construction for Evolution Equations 403 8 A Parameter Dependent Extension of Hoh s Calculus 407 С On Roth s Method for Constructing Feller Semigroups 411 D More Continuous Negative Definite Functions 415 E More (Complete) Bernstein Functions 419 Corrections to Volume I 422 Corrections to Volume II 423 Changes in the Bibliography of Volume II 424 Bibliography 425 Author Index 457 Subject Index 463
any_adam_object	1
author	Jacob, Niels 1955-
author_GND	(DE-588)141510129
author_facet	Jacob, Niels 1955-
author_role	aut
author_sort	Jacob, Niels 1955-
author_variant	n j nj
building	Verbundindex
bvnumber	BV035722419
ctrlnum	(OCoLC)643418504 (DE-599)BVBBV035722419
format	Book
fullrecord	<?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>01206nam a2200313 cc4500</leader><controlfield tag="001">BV035722419</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20091023 </controlfield><controlfield tag="007">t\|</controlfield><controlfield tag="008">090914s2005 xx \|\|\|\| 00\|\|\| eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">1860945686</subfield><subfield code="9">1-86094-568-6</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)643418504</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV035722419</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakwb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-355</subfield><subfield code="a">DE-91G</subfield><subfield code="a">DE-384</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Jacob, Niels</subfield><subfield code="d">1955-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)141510129</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Pseudo-differential operators & Markov processes</subfield><subfield code="n">3</subfield><subfield code="p">Markov processes and applications</subfield><subfield code="c">N. Jacob</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">London</subfield><subfield code="b">Imperial College Press</subfield><subfield code="c">2005</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">XXVIII, 474 S.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Markov processes</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Potential theory (Mathematics)</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Pseudodifferential operators</subfield></datafield><datafield tag="773" ind1="0" ind2="8"><subfield code="w">(DE-604)BV014229605</subfield><subfield code="g">3</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">Digitalisierung UB Regensburg</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=017999173&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="943" ind1="1" ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-017999173</subfield></datafield></record></collection>
id	DE-604.BV035722419
illustrated	Not Illustrated
indexdate	2024-12-20T13:48:56Z
institution	BVB
isbn	1860945686
language	English
oai_aleph_id	oai:aleph.bib-bvb.de:BVB01-017999173
oclc_num	643418504
open_access_boolean
owner	DE-355 DE-BY-UBR DE-91G DE-BY-TUM DE-384
owner_facet	DE-355 DE-BY-UBR DE-91G DE-BY-TUM DE-384
physical	XXVIII, 474 S.
publishDate	2005
publishDateSearch	2005
publishDateSort	2005
publisher	Imperial College Press
record_format	marc
spellingShingle	Jacob, Niels 1955- Pseudo-differential operators & Markov processes Markov processes Potential theory (Mathematics) Pseudodifferential operators
title	Pseudo-differential operators & Markov processes
title_auth	Pseudo-differential operators & Markov processes
title_exact_search	Pseudo-differential operators & Markov processes
title_full	Pseudo-differential operators & Markov processes 3 Markov processes and applications N. Jacob
title_fullStr	Pseudo-differential operators & Markov processes 3 Markov processes and applications N. Jacob
title_full_unstemmed	Pseudo-differential operators & Markov processes 3 Markov processes and applications N. Jacob
title_short	Pseudo-differential operators & Markov processes
title_sort	pseudo differential operators markov processes markov processes and applications
topic	Markov processes Potential theory (Mathematics) Pseudodifferential operators
topic_facet	Markov processes Potential theory (Mathematics) Pseudodifferential operators
url	http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=017999173&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA
volume_link	(DE-604)BV014229605
work_keys_str_mv	AT jacobniels pseudodifferentialoperatorsmarkovprocesses3

Verfügbarkeit

Bestellen (Login erforderlich)

Inhaltsverzeichnis
Paper/Kapitel scannen lassen

Teilbibliothek Mathematik & Informatik

Bestandsangaben von Teilbibliothek Mathematik & Informatik
Signatur:	0102 MAT 607f 2013 A 2741-3 Lageplan
Exemplar 1	Ausleihbar Am Standort