Continuous Time Markov Processes: An Introduction - Rilegato

Libro 92 di 190: Graduate Studies in Mathematics

Liggett, Thomas M.

 
9780821849491: Continuous Time Markov Processes: An Introduction
Rilegato
ISBN 10: 0821849492 ISBN 13: 9780821849491
Casa editrice: Amer Mathematical Society, 2010

Sinossi

"Markov processes are among the most important stochastic processes for both theory and applications. This book develops the general theory of these processes and applies this theory to various special examples. The initial chapter is devoted to the mostimportant classical example--one-dimensional Brownian motion. This, together with a chapter on continuous time Markov chains, provides the motivation for the general setup based on semigroups and generators. Chapters on stochastic calculus and probabilistic potential theory give an introduction to some of the key areas of application of Brownian motion and its relatives. A chapter on interacting particle systems treats a more recently developed class of Markov processes that have as their origin problemsin physics and biology."--Publisher's description.

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

Editore
Amer Mathematical Society
Data di pubblicazione
2010
Lingua
Inglese
ISBN 10 
0821849492
ISBN 13 
9780821849491
Rilegatura
Copertina rigida
Numero di pagine
271
Contatto del produttore
non disponibile
Persona responsabile
non disponibile

Altre edizioni note dello stesso titolo

9781470481728: Continuous Time Markov Processes: An Introduction (Graduate Studies in Mathematics)

Edizione in evidenza

ISBN 10:  1470481723 ISBN 13:  9781470481728
Casa editrice: American Mathematical Society, 2010
Brossura