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

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.

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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
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