Continuous Time Markov Processes: An Introduction (Graduate Studies in Mathematics, 113, Band 113) - Hardcover

Buch 92 von 190: Graduate Studies in Mathematics

Liggett, Thomas M.

 
9780821849491: Continuous Time Markov Processes: An Introduction (Graduate Studies in Mathematics, 113, Band 113)
Hardcover
ISBN 10: 0821849492 ISBN 13: 9780821849491
Verlag: American Mathematical Society, 2010

Inhaltsangabe

"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.

Die Inhaltsangabe kann sich auf eine andere Ausgabe dieses Titels beziehen.

Verlag
American Mathematical Society
Erscheinungsdatum
2010
Sprache
Englisch
ISBN 10 
0821849492
ISBN 13 
9780821849491
Einband
Gebundene Ausgabe
Anzahl der Seiten
271
Kontakt zum Hersteller
Nicht verfügbar
Verantwortliche Person
preigu
mail@preigu.de

Lengericher Landstr. 19
Osnabrück
49078
Deutschland

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ISBN 10:  1470481723 ISBN 13:  9781470481728
Verlag: American Mathematical Society, 2010
Softcover