Markov Processes, Semigroups and Generators
Language: English
Published by De Gruyter, De Gruyter Akademie Forschung Mär 2011, 2011
- Hardcover
- New
Seller: buchversandmimpf2000, Emtmannsberg, BAYE, Germanybuchversandmimpf2000
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Condition: New
£ 150.55
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Add to basketItem description from seller
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
- Title
- Markov Processes, Semigroups and Generators
- Author
- Vassili N. Kolokoltsov
- Publisher
- De Gruyter, De Gruyter Akademie Forschung Mär 2011
- 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
"Synopsis" may belong to another edition of this title.
About the Author
Vassili N. Kolokoltsov, University of Warwick, UK.
"About the title" may belong to another edition of this title.
buchversandmimpf2000
Emtmannsberg, BAYE, Germany
AbeBooks seller since January 23, 2017
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