"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.
Da: Revaluation Books, Exeter, Regno Unito
Hardcover. Condizione: Brand New. new ed. edition. 271 pages. 10.00x7.00x0.75 inches. In Stock. Codice articolo 0821849492
Quantità: 1 disponibili
Da: Majestic Books, Hounslow, Regno Unito
Condizione: New. pp. xii + 271. Codice articolo 7954712
Quantità: 3 disponibili
Da: Rarewaves.com USA, London, LONDO, Regno Unito
Hardback. Condizione: New. 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 most important 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 problems in physics and biology. This is a textbook for a graduate course that can follow one that covers basic probabilistic limit theorems and discrete time processes. Codice articolo LU-9780821849491
Quantità: 2 disponibili
Da: Books Puddle, New York, NY, U.S.A.
Condizione: New. pp. xii + 271. Codice articolo 26974535
Quantità: 3 disponibili
Da: medimops, Berlin, Germania
Condizione: good. Befriedigend/Good: Durchschnittlich erhaltenes Buch bzw. Schutzumschlag mit Gebrauchsspuren, aber vollständigen Seiten. / Describes the average WORN book or dust jacket that has all the pages present. Codice articolo M00821849492-G
Quantità: 1 disponibili
Da: Rarewaves.com UK, London, Regno Unito
Hardback. Condizione: New. 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 most important 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 problems in physics and biology. This is a textbook for a graduate course that can follow one that covers basic probabilistic limit theorems and discrete time processes. Codice articolo LU-9780821849491
Quantità: 2 disponibili