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

Liggett, Thomas M.; Krantz, Steven G.

 
9781470481728: Continuous Time Markov Processes: An Introduction (Graduate Studies in Mathematics)
Brossura
ISBN 10: 1470481723 ISBN 13: 9781470481728
Casa editrice: American 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 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.

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Informazioni sull?autore

Thomas M. Liggett, University of California, Los Angeles, CA

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Editore
American Mathematical Society
Data di pubblicazione
2010
Lingua
Inglese
ISBN 10 
1470481723
ISBN 13 
9781470481728
Rilegatura
Copertina flessibile
Numero di pagine
271
Contatto del produttore
non disponibile
Persona responsabile
non disponibile