Continuous Time Markov Processes : An Introduction

Liggett, Thomas M.

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ISBN 10: 0821849492 ISBN 13: 9780821849491
Published by American Mathematical Society, 2010
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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...

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Title: Continuous Time Markov Processes : An ...
Publisher: American Mathematical Society
Publication Date: 2010
Binding: Hardcover
Condition: Good

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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. Series: Graduate Studies in Mathematics. Num Pages: 271 pages. BIC Classification: PBT. Category: (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 262 x 185 x 20. Weight in Grams: 674. . 2010. Hardcover. . . . . Seller Inventory # V9780821849491

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