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Markov Processes, Semigroups and Generators (De Gruyter Studies in Mathematics, 38) - Hardcover

Buch 3 von 60: De Gruyter Studies in Mathematics

Kolokoltsov, Vassili N.

 
9783110250107: Markov Processes, Semigroups and Generators (De Gruyter Studies in Mathematics, 38)
Hardcover
ISBN 10: 3110250101 ISBN 13: 9783110250107
Verlag: de Gruyter, 2011

Inhaltsangabe

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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Über die Autorin bzw. den Autor

Vassili N. Kolokoltsov, University of Warwick, UK.

Von der hinteren Coverseite

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.

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Verlag
de Gruyter
Erscheinungsdatum
2011
Sprache
Englisch
ISBN 10 
3110250101
ISBN 13 
9783110250107
Einband
Gebundene Ausgabe
Auflage
1
Anzahl der Seiten
450
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