Continuous Time Markov Processes: An Introduction (Graduate Studies in Mathematics)

Liggett, Thomas M.

ISBN 10: 0821849492 / ISBN 13: 9780821849491

Published by American Mathematical Society, 2010

About this Item

Gut/Very good: Buch bzw. Schutzumschlag mit wenigen Gebrauchsspuren an Einband, Schutzumschlag oder Seiten. / Describes a book or dust jacket that does show some signs of wear on either the binding, dust jacket or pages. Seller Inventory # M00821849492-V

Bibliographic Details

Title: Continuous Time Markov Processes: An ...

Publisher: American Mathematical Society

Publication Date: 2010

Binding: Hardcover

Condition: very good

About this title

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...

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