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Analytical methods for Kolmogorov equations /

The second edition of this book has a new title that more accurately reflects the table of contents. Over the past few years, many new results have been proven in the field of partial differential equations. This edition takes those new results into account, in particular the study of nonautonomous...

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Bibliographic Details
Main Author: Lorenzi, Luca (Author)
Corporate Author: Taylor & Francis
Format: eBook
Language:English
Published: Boca Raton, FL : CRC Press, [2017]
Edition:Second edition.
Series:Monographs and research notes in mathematics.
Subjects:
Markov processes.
Semigroups.
Markov Chains
Processus de Markov.
Semi-groupes.
MATHEMATICS > Applied.
MATHEMATICS > Probability & Statistics > General.
Markov processes
Semigroups
Electronic books.
Online Access:Connect to the full text of this electronic book
Table of Contents:
  • 1. Autonomous Kolmogorov equations
  • 2. Non-autonomous Kolmogorov equations
  • 3. Appendices.