Continuous Time Markov Processes: An Introduction - Rilegato

Liggett, Thomas M.

Rilegato

ISBN 10: 0821849492 ISBN 13: 9780821849491

Casa editrice: Amer Mathematical Society, 2010

Riassunto

"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.

Su questa edizione

• Editore: Amer Mathematical Society
• Data di pubblicazione: 2010
• ISBN 10: 0821849492
• ISBN 13: 9780821849491
• Rilegatura: Copertina rigida
• Numero di pagine: 271