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Pseudo Differential Operators & Markov Processes: Markov processes and applications
Language: en
Pages: 506
Authors: Niels Jacob
Categories: Mathematics
Type: BOOK - Published: 2001 - Publisher: Imperial College Press

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This work covers two topics in detail: Fourier analysis, with emphasis on positivity and also on some function spaces and multiplier theorems; and one-parameter
Pseudo Differential Operators & Markov Processes
Language: en
Pages: 504
Authors: Niels Jacob
Categories: Mathematics
Type: BOOK - Published: 2005 - Publisher: Imperial College Press

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This volume concentrates on how to construct a Markov process by starting with a suitable pseudo-differential operator. Feller processes, Hunt processes associa
Pseudo Differential Operators and Markov Processes
Language: en
Pages: 528
Authors: Niels Jacob
Categories: Mathematics
Type: BOOK - Published: 2001 - Publisher: World Scientific

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After recalling essentials of analysis OCo including functional analysis, convexity, distribution theory and interpolation theory OCo this book handles two topi
Pseudo Differential Operators And Markov Processes, Volume I: Fourier Analysis And Semigroups
Language: en
Pages: 517
Authors: Niels Jacob
Categories: Mathematics
Type: BOOK - Published: 2001-11-28 - Publisher: World Scientific

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After recalling essentials of analysis — including functional analysis, convexity, distribution theory and interpolation theory — this book handles two topi
Pseudo Differential Operators And Markov Processes, Volume Ii: Generators And Their Potential Theory
Language: en
Pages: 477
Authors: Niels Jacob
Categories: Mathematics
Type: BOOK - Published: 2002-07-19 - Publisher: World Scientific

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In this volume two topics are discussed: the construction of Feller and Lp-sub-Markovian semigroups by starting with a pseudo-differential operator, and the pot