Items related to Markov Processes, Semigroups and Generators: 38 (De...
Markov Processes, Semigroups and Generators: 38 (De Gruyter Studies in Mathematics, 38) - Hardcover
Book 3 of 60: De Gruyter Studies in Mathematics
Synopsis
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.
"synopsis" may belong to another edition of this title.
About the Author
Vassili N. Kolokoltsov, University of Warwick, UK.
From the Back Cover
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.
"About this title" may belong to another edition of this title.
Search results for Markov Processes, Semigroups and Generators: 38 (De...
Seller Image
Markov Processes, Semigroups and Generators
Published by
De Gruyter, De Gruyter Akademie Forschung Mär 2011, 2011
ISBN 10: 3110250101
ISBN 13: 9783110250107
New
Hardcover
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germany
Seller rating 5 out of 5 stars
Buch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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 448 pp. Englisch. Seller Inventory # 9783110250107
Stock Image
Markov Processes, Semigroups and Generators
Seller: PBShop.store UK, Fairford, GLOS, United Kingdom
Seller rating 5 out of 5 stars
HRD. Condition: New. New Book. Shipped from UK. Established seller since 2000. Seller Inventory # FW-9783110250107
Buy New
£ 165.76
£ 5.87 shipping
Ships from United Kingdom to U.S.A.
Ships from United Kingdom to U.S.A.
Quantity: 15 available
Seller Image
Markov Processes, Semigroups and Generators
Print on DemandSeller: moluna, Greven, Germany
Seller rating 5 out of 5 stars
Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. [.] As a whole, the book is a valuable source of information both for specialists in the field and those who study the theory of stochastic processes. Anatoly N. Kochubei, Zentralblatt fuer Mathematik. Seller Inventory # 4455929
Buy New
£ 132.27
£ 42.12 shipping
Ships from Germany to U.S.A.
Ships from Germany to U.S.A.
Quantity: Over 20 available
Seller Image
Markov Processes, Semigroups and Generators
Seller: GreatBookPrices, Columbia, MD, U.S.A.
Seller rating 5 out of 5 stars
Condition: New. Seller Inventory # 12750502-n
Seller Image
Markov Processes, Semigroups and Generators
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
Seller rating 5 out of 5 stars
Condition: New. Seller Inventory # 12750502-n
Buy New
£ 165.75
£ 15 shipping
Ships from United Kingdom to U.S.A.
Ships from United Kingdom to U.S.A.
Quantity: Over 20 available
Stock Image
Markov Processes, Semigroups and Generators (De Gruyter Studies in Mathematics, 38)
Seller: Ria Christie Collections, Uxbridge, United Kingdom
Seller rating 5 out of 5 stars
Condition: New. In English. Seller Inventory # ria9783110250107_new
Buy New
£ 176.66
£ 14.94 shipping
Ships from United Kingdom to U.S.A.
Ships from United Kingdom to U.S.A.
Quantity: Over 20 available
Stock Image
Markov Processes, Semigroups and Generators (eng)
Seller: Brook Bookstore On Demand, Napoli, NA, Italy
Seller rating 5 out of 5 stars
Condition: new. Seller Inventory # 64285d6ba0fce894555284561a01964a
Buy New
£ 187.62
£ 6.88 shipping
Ships from Italy to U.S.A.
Ships from Italy to U.S.A.
Quantity: Over 20 available
Seller Image
Markov Processes, Semigroups and Generators
Published by
De Gruyter, De Gruyter Akademie Forschung Mär 2011, 2011
ISBN 10: 3110250101
ISBN 13: 9783110250107
New
Hardcover
Seller: buchversandmimpf2000, Emtmannsberg, BAYE, Germany
Seller rating 5 out of 5 stars
Buch. Condition: Neu. This item is printed on demand - Print on Demand Titel. Neuware -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 AnalysisBrownian motionMarkov processes and martingalesSDE, ?DE and martingale problemsProcesses in Euclidean spacesProcesses in domains with a boundaryHeat kernels for stable-like processesContinuous-time random walks and fractional dynamicsComplex chains and Feynman integralDe Gruyter Mouton, Genthiner Straße 13, 10785 Berlin 448 pp. Englisch. Seller Inventory # 9783110250107
Seller Image
Markov Processes, Semigroups and Generators
Seller: GreatBookPrices, Columbia, MD, U.S.A.
Seller rating 5 out of 5 stars
Condition: As New. Unread book in perfect condition. Seller Inventory # 12750502
Seller Image
Markov Processes, Semigroups and Generators
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
Seller rating 5 out of 5 stars
Condition: As New. Unread book in perfect condition. Seller Inventory # 12750502
Buy Used
£ 194.66
£ 15 shipping
Ships from United Kingdom to U.S.A.
Ships from United Kingdom to U.S.A.
Quantity: Over 20 available