Continuous Time Markov Processes: An Introduction - Couverture souple

Liggett, Thomas M.; Krantz, Steven G.

 
9781470481728: Continuous Time Markov Processes: An Introduction
Couverture souple
ISBN 10 : 1470481723 ISBN 13 : 9781470481728
Editeur : American Mathematical Society, 2010

Synopsis

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.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

À propos de l?auteur

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

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
American Mathematical Society
Date d'édition
2010
Langue
anglais
ISBN 10 
1470481723
ISBN 13 
9781470481728
Reliure
Broché
Nombre de pages
271
Coordonnées du fabricant
non disponible
Personne responsable
non disponible