Markov Processes, Semigroups and Generators

Language: English

Published by De Gruyter, 2011

3110250101 / 9783110250107

Series: Book 3 of 60 - De Gruyter Studies in Mathematics

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Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH

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Druck auf Anfrage Neuware - Printed after ordering - Markov processes represent a universal model for a large variety of real life random evolutions. The wide flow of new ideas, tools, methods and applications constantly pours into the ever-growing stream of research on Markov processes that rapidly spreads over new fields of natural and social sciences, creating new streamlined logical paths to its turbulent boundary. Even if a given process is not Markov, it can be often inserted into a larger Markov one (Markovianization procedure) by including the key historic parameters into the state space. This monograph gives a concise, but systematic and self-contained, exposition of the essentials of Markov processes, together with recent achievements, working from the 'physical picture' - a formal pre-generator, and stressing the interplay between probabilistic (stochastic differential equations) and analytic (semigroups) tools. The book will be useful to students and researchers. Part I can be used for a one-semester course on Brownian motion, Lévy and Markov processes, or on probabilistic methods for PDE. Part II mainly contains the author's research on Markov processes. From the contents: Tools from Probability and Analysis Brownian motion Markov processes and martingales SDE, DE and martingale problems Processes in Euclidean spaces Processes in domains with a boundary Heat kernels for stable-like processes Continuous-time random walks and fractional dynamics Complex chains and Feynman integral.…

Seller Inventory # 9783110250107

Title
Markov Processes, Semigroups and Generators
Author
Vassili N. Kolokoltsov
Publisher
De Gruyter
Publication year
2011
Condition
Neu
Binding
Buch
Language
English
ISBN 10
3110250101
ISBN 13
9783110250107
Item weight
934 grams
Dimensions
246x175x30 mm
Series
Book 3 of 60: De Gruyter Studies in Mathematics

AHA-BUCH GmbH

Einbeck, Germany

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