Welcome to CRCPress.com! We have customized the Taylor & Francis India website to host CRC Press titles. Please choose www.TandFIndia.com to get the following benefits:
South Asia Editions of CRC Press titles with INR prices
Multiple options to purchase locally
All CRC Press products available
Your CRC Press login credentials will work on TandFIndia.com
Garland Science Website Announcement
The Garland Science website is no longer available to access and you have been automatically redirected to CRCPress.com.
All instructor resources (*see Exceptions) are now available on our Instructor Hub. Your GarlandScience.com instructor credentials will not grant access to the Hub, but existing and new users may request access here.
The student resources previously accessed via GarlandScience.com are no longer available to existing or new users.
The Green function has played a key role in the analytical approach that in recent years has led to important developments in the study of stochastic processes with jumps. In this Research Note, the authors-both regarded as leading experts in the field- collect several useful results derived from the construction of the Green function and its estimates.
The first three chapters form the foundation for the rest of the book, presenting key results and background in integro-differential operators, and integro-differential equations. After a summary of the properties relative to the Green function for second-order parabolic integro-differential operators, the authors explore important applications, paying particular attention to integro-differential problems with oblique boundary conditions. They show the existence and uniqueness of the invariant measure by means of the Green function, which then allows a detailed study of ergodic stopping time and control problems.
Table of Contents
PREFACE GLOSSARY OF BASIC NOTATIONS ELLIPTIC EQUATIONS Background Problems Not in Divergence Form Problems in Divergence Form Markov-Feller Processes INTEGRO-DIFFERENTIAL OPERATORS Discussion The Whole Space Bounded Domains Adjoint Operators Unbounded Functions and Commutator Relation with Jump Processes INTEGRO-DIFFERENTIAL EQUATIONS Problems Not in Divergence Form Problems in Divergence Form GREEN FUNCTION ESTIMATES Discussion Basic Properties Green Spaces Dirichlet Boundary Conditions INVARIANT DENSITY MEASURE Discussion Ergodicity Asymptotic Behavior Boundary Singularity STOPPING TIME PROBLEMS Discussion Setting of the Problem Variational Inequality Asymptotic Behavior ERGODIC CONTROL PROBLEMS Stochastic Control Hamilton-Jacobi-Bellman Equation BIBLIOGRAPHY INDEX
Most VitalSource eBooks are available in a reflowable EPUB format which allows you to resize text to suit you and enables other accessibility features. Where the content of the eBook requires a specific layout, or contains maths or other special characters, the eBook will be available in PDF (PBK) format, which cannot be reflowed. For both formats the functionality available will depend on how you access the ebook (via Bookshelf Online in your browser or via the Bookshelf app on your PC or mobile device).
CHOICE – Outstanding Academic Title – Award Winner
CHOICE – 2018 Outstanding Academic Title – Award Winner
Shingo Research and Professional Publication Award Winner
The country you have selected will result in the following:
Product pricing will be adjusted to match the corresponding currency.
The title will be removed from your cart because it is not available in this region.