The Resource Non-autonomous Kato classes and Feynman-Kac propagators, Archil Gulisashvili, Jan A. van Casteren, (electronic resource)

Non-autonomous Kato classes and Feynman-Kac propagators, Archil Gulisashvili, Jan A. van Casteren, (electronic resource)

Label
Non-autonomous Kato classes and Feynman-Kac propagators
Title
Non-autonomous Kato classes and Feynman-Kac propagators
Statement of responsibility
Archil Gulisashvili, Jan A. van Casteren
Creator
Contributor
Subject
Genre
Language
  • eng
  • eng
Summary
This book provides an introduction to propagator theory. Propagators, or evolution families, are two-parameter analogues of semigroups of operators. Propagators are encountered in analysis, mathematical physics, partial differential equations, and probability theory. They are often used as mathematical models of systems evolving in a changing environment. A unifying theme of the book is the theory of Feynman-Kac propagators associated with time-dependent measures from non-autonomous Kato classes. In applications, a Feynman-Kac propagator describes the evolution of a physical system in the pre
Cataloging source
MiAaPQ
http://library.link/vocab/creatorName
Gulisashvili, Archil
Dewey number
530.15
Government publication
unknown if item is government publication
Index
index present
Language note
English
LC call number
QA326
LC item number
.G84 2006
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
http://library.link/vocab/relatedWorkOrContributorName
Casteren, J. A. van
http://library.link/vocab/subjectName
  • Linear operators
  • Banach spaces
  • Operator theory
Label
Non-autonomous Kato classes and Feynman-Kac propagators, Archil Gulisashvili, Jan A. van Casteren, (electronic resource)
Instantiates
Publication
Note
Description based upon print version of record
Bibliography note
Includes bibliographical references and index
Carrier category
online resource
Carrier category code
cr
Content category
text
Content type code
txt
Contents
  • Contents ; Preface ; 1. Transition Functions and Markov Processes ; 1.1 Introduction ; 1.1.1 Notation ; 1.1.2 Elements of Probability Theory ; 1.1.3 Locally Compact Spaces ; 1.1.4 Stochastic Processes ; 1.1.5 Filtrations ; 1.2 Markov Property
  • 1.3 Transition Functions and Backward Transition Functions 1.4 Markov Processes Associated with Transition Functions ; 1.5 Space-Time Processes ; 1.6 Classes of Stochastic Processes ; 1.7 Completions of o-Algebras
  • 1.8 Path Properties of Stochastic Processes: Separability and Progressive Measurability 1.9 Path Properties of Stochastic Processes: One-Sided Continuity and Continuity ; 1.10 Reciprocal Transition Functions and Reciprocal Processes ; 1.11 Path Properties of Reciprocal Processes
  • 1.12 Examples of Transition Functions and Markov Processes 1.12.1 Brownian motion and Brownian bridge ; 1.12.2 Cauchy process and Cauchy bridge ; 1.12.3 Forward Kolmogorov representation of Brownian bridges ; 1.13 Notes and Comments ; 2. Propagators: General Theory
  • 2.1 Propagators and Backward Propagators on Banach Spaces 2.2 Free Propagators and Free Backward Propagators ; 2.3 Generators of Propagators and Kolmogorov's Forward and Backward Equations ; 2.4 Howland Semigroups
  • 2.5 Feller-Dynkin Propagators and the Continuity Properties of Markov Processes
Dimensions
unknown
Extent
1 online resource (360 p.)
Form of item
online
Isbn
9781281919564
Media category
computer
Media type code
c
Specific material designation
remote
System control number
  • (CKB)1000000000404593
  • (EBL)1681654
  • (OCoLC)879025564
  • (SSID)ssj0000211782
  • (PQKBManifestationID)11196122
  • (PQKBTitleCode)TC0000211782
  • (PQKBWorkID)10135414
  • (PQKB)11406806
  • (MiAaPQ)EBC1681654
  • (EXLCZ)991000000000404593
Label
Non-autonomous Kato classes and Feynman-Kac propagators, Archil Gulisashvili, Jan A. van Casteren, (electronic resource)
Publication
Note
Description based upon print version of record
Bibliography note
Includes bibliographical references and index
Carrier category
online resource
Carrier category code
cr
Content category
text
Content type code
txt
Contents
  • Contents ; Preface ; 1. Transition Functions and Markov Processes ; 1.1 Introduction ; 1.1.1 Notation ; 1.1.2 Elements of Probability Theory ; 1.1.3 Locally Compact Spaces ; 1.1.4 Stochastic Processes ; 1.1.5 Filtrations ; 1.2 Markov Property
  • 1.3 Transition Functions and Backward Transition Functions 1.4 Markov Processes Associated with Transition Functions ; 1.5 Space-Time Processes ; 1.6 Classes of Stochastic Processes ; 1.7 Completions of o-Algebras
  • 1.8 Path Properties of Stochastic Processes: Separability and Progressive Measurability 1.9 Path Properties of Stochastic Processes: One-Sided Continuity and Continuity ; 1.10 Reciprocal Transition Functions and Reciprocal Processes ; 1.11 Path Properties of Reciprocal Processes
  • 1.12 Examples of Transition Functions and Markov Processes 1.12.1 Brownian motion and Brownian bridge ; 1.12.2 Cauchy process and Cauchy bridge ; 1.12.3 Forward Kolmogorov representation of Brownian bridges ; 1.13 Notes and Comments ; 2. Propagators: General Theory
  • 2.1 Propagators and Backward Propagators on Banach Spaces 2.2 Free Propagators and Free Backward Propagators ; 2.3 Generators of Propagators and Kolmogorov's Forward and Backward Equations ; 2.4 Howland Semigroups
  • 2.5 Feller-Dynkin Propagators and the Continuity Properties of Markov Processes
Dimensions
unknown
Extent
1 online resource (360 p.)
Form of item
online
Isbn
9781281919564
Media category
computer
Media type code
c
Specific material designation
remote
System control number
  • (CKB)1000000000404593
  • (EBL)1681654
  • (OCoLC)879025564
  • (SSID)ssj0000211782
  • (PQKBManifestationID)11196122
  • (PQKBTitleCode)TC0000211782
  • (PQKBWorkID)10135414
  • (PQKB)11406806
  • (MiAaPQ)EBC1681654
  • (EXLCZ)991000000000404593

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