Continuous Time Markov Processes: An Introduction - Hardcover
Book 92 of 190: Graduate Studies in Mathematics
Synopsis
Markov processes are among the most important stochastic processes for both theory and applications. This book develops the general theory of these processes and applies this theory to various special examples. The initial chapter is devoted to the most important classical example--one-dimensional Brownian motion. This, together with a chapter on continuous time Markov chains, provides the motivation for the general setup based on semigroups and generators. Chapters on stochastic calculus and probabilistic potential theory give an introduction to some of the key areas of application of Brownian motion and its relatives. A chapter on interacting particle systems treats a more recently developed class of Markov processes that have as their origin problems in physics and biology. This is a textbook for a graduate course that can follow one that covers basic probabilistic limit theorems and discrete time processes.
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Continuous Time Markov Processes An Introduction
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Amer Mathematical Society, 2010
ISBN 10: 0821849492
ISBN 13: 9780821849491
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Continuous Time Markov Processes
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ISBN 10: 0821849492
ISBN 13: 9780821849491
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Hardback. Condition: New. Markov processes are among the most important stochastic processes for both theory and applications. This book develops the general theory of these processes, and applies this theory to various special examples. The initial chapter is devoted to the most important classical example - one dimensional Brownian motion. This, together with a chapter on continuous time Markov chains, provides the motivation for the general setup based on semigroups and generators. Chapters on stochastic calculus and probabilistic potential theory give an introduction to some of the key areas of application of Brownian motion and its relatives. A chapter on interacting particle systems treats a more recently developed class of Markov processes that have as their origin problems in physics and biology. This is a textbook for a graduate course that can follow one that covers basic probabilistic limit theorems and discrete time processes. Seller Inventory # LU-9780821849491
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Continuous Time Markov Processes
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ISBN 10: 0821849492
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Continuous Time Markov Processes
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ISBN 10: 0821849492
ISBN 13: 9780821849491
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Continuous Time Markov Processes: An Introduction (Graduate Studies in Mathematics)
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American Mathematical Society, 2010
ISBN 10: 0821849492
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Continuous Time Markov Processes
Published by
American Mathematical Society, US, 2010
ISBN 10: 0821849492
ISBN 13: 9780821849491
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Seller: Rarewaves.com UK, London, United Kingdom
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Hardback. Condition: New. Markov processes are among the most important stochastic processes for both theory and applications. This book develops the general theory of these processes, and applies this theory to various special examples. The initial chapter is devoted to the most important classical example - one dimensional Brownian motion. This, together with a chapter on continuous time Markov chains, provides the motivation for the general setup based on semigroups and generators. Chapters on stochastic calculus and probabilistic potential theory give an introduction to some of the key areas of application of Brownian motion and its relatives. A chapter on interacting particle systems treats a more recently developed class of Markov processes that have as their origin problems in physics and biology. This is a textbook for a graduate course that can follow one that covers basic probabilistic limit theorems and discrete time processes. Seller Inventory # LU-9780821849491
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