Isbn: 9783110250107 - markov processes, semigroups and generators (de gruyter studies in mathematics, 38) (6 Ergebnisse)

HRD. Zustand: New. New Book. Shipped from UK. Established seller since 2000.

Zustand: New. In English.

Buch. Zustand: Neu. 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.…

Zustand: New. pp. xviii + 430.

Hardcover. Zustand: Brand New. 1st edition. 430 pages. 9.60x7.00x1.10 inches. In Stock.

Zustand: New. 2011. 1st Edition. Hardcover. . . . . . Books ship from the US and Ireland.