An Introduction to Markov Processes

Daniel W. Stroock

ISBN 10: 3642405223 / ISBN 13: 9783642405228

Edité par Springer, 2013

A propos de cet article

pp. 224.

N° de réf. du vendeur 2697863720

Détails bibliographiques

• Titre: An Introduction to Markov Processes
• Éditeur: Springer
• Date de parution: 2013
• Langue: anglais
• ISBN à 10 chiffres: 3642405223
• ISBN à 13 chiffres: 9783642405228
• Reliure: Couverture rigide
• Édition: 2ème Édition
• État de l'article: New

A propos de ce titre

Synopsis

This book provides a rigorous but elementary introduction to the theory of Markov Processes on a countable state space. Topics covered include: Doeblin's theory, general ergodic properties, and continuous time processes.

À propos de l?auteur

Daniel Stroock has held positions at NYU, the University of Colorado, and MIT. In addition, he has visited and lectured at many universities throughout the world. He has authored several books on analysis and various aspects of probability theory and their application to partial differential equations and differential geometry.