Markov processes, Feller semigroups and evolution equations [electronic resource] / Jan A. van Casteren.
Material type:
TextSeries: Series on concrete and applicable mathematics ; v. 12.Publication details: Hackensack, N.J. : World Scientific, 2011.Description: xviii, 805 pSubject(s): Genre/Form: LOC classification: - QA274.7 .C37 2011eb
Includes bibliographical references and index.
pt. 1. Introduction -- pt. 2. Strong Markov processes -- pt. 3. Backward stochastic differential equations -- pt. 4. Long time behavior.
Electronic reproduction. Palo Alto, Calif. : ebrary, 2013. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.
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