Abstract
In this chapter we briefly discuss a few of the many interactions between Markov processes and integro-differential equations. In particular, we will concentrate on connections involving the so-called infinitesimal generator of the Markov process.
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© 2002 Springer-Verlag New York, Inc.
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Khoshnevisan, D. (2002). Generation of Markov Processes. In: Multiparameter Processes. Springer Monographs in Mathematics. Springer, New York, NY. https://doi.org/10.1007/0-387-21631-6_9
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DOI: https://doi.org/10.1007/0-387-21631-6_9
Publisher Name: Springer, New York, NY
Print ISBN: 978-1-4419-3009-5
Online ISBN: 978-0-387-21631-7
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