Markov Processes, Feller Semigroups and Evolution Equations - Series on Concrete and Applicable Mathematics
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9789814322188, 9789814322195

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The Hamilton-Jacobi-Bellman equation and the stochastic Noether theorem

Markov Processes, Feller Semigroups and Evolution Equations - Series on Concrete and Applicable Mathematics ◽

10.1142/9789814322195_0007 ◽

2010 ◽

pp. 407-450

Keyword(s):

Bellman Equation ◽

Noether Theorem ◽

Hamilton Jacobi Bellman Equation ◽

Hamilton Jacobi Bellman

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Space-time operators and miscellaneous topics

Markov Processes, Feller Semigroups and Evolution Equations - Series on Concrete and Applicable Mathematics ◽

10.1142/9789814322195_0004 ◽

2010 ◽

pp. 227-300

Keyword(s):

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BACK MATTER

Markov Processes, Feller Semigroups and Evolution Equations - Series on Concrete and Applicable Mathematics ◽

10.1142/9789814322195_bmatter ◽

2010 ◽

pp. 759-805

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Strong Markov processes: Proof of main results

Markov Processes, Feller Semigroups and Evolution Equations - Series on Concrete and Applicable Mathematics ◽

10.1142/9789814322195_0003 ◽

2010 ◽

pp. 167-225

Keyword(s):

Markov Processes ◽

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Strong Markov processes on Polish spaces

Markov Processes, Feller Semigroups and Evolution Equations - Series on Concrete and Applicable Mathematics ◽

10.1142/9789814322195_0002 ◽

2010 ◽

pp. 109-165

Keyword(s):

Markov Processes ◽

Polish Spaces ◽

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Invariant measure

Markov Processes, Feller Semigroups and Evolution Equations - Series on Concrete and Applicable Mathematics ◽

10.1142/9789814322195_0010 ◽

2010 ◽

pp. 647-758

Keyword(s):

Invariant Measure

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Introduction: Stochastic differential equations

Markov Processes, Feller Semigroups and Evolution Equations - Series on Concrete and Applicable Mathematics ◽

10.1142/9789814322195_0001 ◽

2010 ◽

pp. 3-106

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations

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Viscosity solutions, backward stochastic differential equations and Markov processes

Markov Processes, Feller Semigroups and Evolution Equations - Series on Concrete and Applicable Mathematics ◽

10.1142/9789814322195_0006 ◽

2010 ◽

pp. 385-406

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Markov Processes ◽

Viscosity Solutions ◽

Backward Stochastic Differential Equations

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FRONT MATTER

Markov Processes, Feller Semigroups and Evolution Equations - Series on Concrete and Applicable Mathematics ◽

10.1142/9789814322195_fmatter ◽

2010 ◽

pp. i-xviii

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Feynman-Kac formulas, backward stochastic differential equations and Markov processes

Markov Processes, Feller Semigroups and Evolution Equations - Series on Concrete and Applicable Mathematics ◽

10.1142/9789814322195_0005 ◽

2010 ◽

pp. 303-383

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Markov Processes ◽

Backward Stochastic Differential Equations

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