Del 38 i serien De Gruyter Studies in Mathematics

Markov Processes, Semigroups and Generators

Inbunden, Engelska, 2011

3 169 kr

Beställningsvara. Skickas inom 5-8 vardagar. Fri frakt för medlemmar vid köp för minst 249 kr.

Markov processes represent a universal model for a large variety of real life random evolutions. The wide flow of new ideas, tools, methods and applications constantly pours into the ever-growing stream of research on Markov processes that rapidly spreads over new fields of natural and social sciences, creating new streamlined logical paths to its turbulent boundary. Even if a given process is not Markov, it can be often inserted into a larger Markov one (Markovianization procedure) by including the key historic parameters into the state space.This monograph gives a concise, but systematic and self-contained, exposition of the essentials of Markov processes, together with recent achievements, working from the "physical picture" - a formal pre-generator, and stressing the interplay between probabilistic (stochastic differential equations) and analytic (semigroups) tools.The book will be useful to students and researchers. Part I can be used for a one-semester course on Brownian motion, Lévy and Markov processes, or on probabilistic methods for PDE. Part II mainly contains the author's research on Markov processes.From the contents: Tools from Probability and AnalysisBrownian motionMarkov processes and martingalesSDE, ψDE and martingale problemsProcesses in Euclidean spacesProcesses in domains with a boundaryHeat kernels for stable-like processesContinuous-time random walks and fractional dynamicsComplex chains and Feynman integral

Produktinformation

Utgivningsdatum2011-03-17
Mått170 x 240 x 33 mm
Vikt886 g
FormatInbunden
SpråkEngelska
SerieDe Gruyter Studies in Mathematics
Antal sidor448
Upplaga11001
FörlagDe Gruyter
ISBN9783110250107

Tillhör följande kategorier

Part I Brownian Motion, Markov Processes, Martingales. 1 Preliminaries in Probability and Analysis.2 Browninan Motion I: Constructions.3 Martingales and Markov Processes.4 Browninan Motion II: Elements of Analysis. Part II Basic Constructions of Markov Semigroups.1 Analytic Constructions.2 Probabilistic Constructions.3 Heat Kernel Estimates.4 Process in Cones and Bounded Domains. Part III Extensions, Developments, Applications.1 CTRW and Fractional Dynamics.2 Complex Markov Chains and Feynman integral.3 Controlled Processes.4 Semiclassical Asymptotic.5 Miscellany.6 Bibliographical Comments.

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Del 38 i serien De Gruyter Studies in Mathematics

Markov Processes, Semigroups and Generators

Inbunden, Engelska, 2011

AvVassili N. Kolokoltsov

3 169 kr

Beställningsvara. Skickas inom 5-8 vardagar. Fri frakt för medlemmar vid köp för minst 249 kr.

Produktinformation

Utgivningsdatum2011-03-17
Mått170 x 240 x 33 mm
Vikt886 g
FormatInbunden
SpråkEngelska
SerieDe Gruyter Studies in Mathematics
Antal sidor448
Upplaga11001
FörlagDe Gruyter
ISBN9783110250107

Tillhör följande kategorier

Part I Brownian Motion, Markov Processes, Martingales. 1 Preliminaries in Probability and Analysis.2 Browninan Motion I: Constructions.3 Martingales and Markov Processes.4 Browninan Motion II: Elements of Analysis. Part II Basic Constructions of Markov Semigroups.1 Analytic Constructions.2 Probabilistic Constructions.3 Heat Kernel Estimates.4 Process in Cones and Bounded Domains. Part III Extensions, Developments, Applications.1 CTRW and Fractional Dynamics.2 Complex Markov Chains and Feynman integral.3 Controlled Processes.4 Semiclassical Asymptotic.5 Miscellany.6 Bibliographical Comments.