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Markov Processes, Semigroups and Generators: de Gruyter Studies in Mathematics, cartea 38

Autor Vassili N. Kolokoltsov
en Limba Engleză Hardback – 16 mar 2011
This work offers a highly useful, well developed reference on Markov processes, the universal model for random processes and evolutions. The wide range of applications, in exact sciences as well as in other areas like social studies, require a volume that offers a refresher on fundamentals before conveying the Markov processes and examples for applications. This work does just that, and with the necessary mathematical rigor.
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Specificații

ISBN-13: 9783110250107
ISBN-10: 3110250101
Pagini: 448
Dimensiuni: 170 x 240 x 30 mm
Greutate: 0.89 kg
Editura: De Gruyter
Colecția De Gruyter
Seria de Gruyter Studies in Mathematics

Locul publicării:Berlin/Boston

Notă biografică

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Vassili N. Kolokoltsov, University of Warwick, UK.


Cuprins

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Part I Brownian Motion, Markov Processes, Martingales.

1 Preliminaries in Probability and Analysis.

2 Browninan Motion I: Constructions.

3 Martingales and Markov Processes.

4 Browninan Motion II: Elements of Analysis.

Part II Basic Constructions of Markov Semigroups.

1 Analytic Constructions.

2 Probabilistic Constructions.

3 Heat Kernel Estimates.

4 Process in Cones and Bounded Domains.

Part III Extensions, Developments, Applications.

1 CTRW and Fractional Dynamics.

2 Complex Markov Chains and Feynman integral.

3 Controlled Processes.

4 Semiclassical Asymptotic.

5 Miscellany.

6 Bibliographical Comments.