Continuous Parameter Markov Processes and Stochastic Differential Equations
Rabi Bhattacharya (u. a.)
ISBN 10: 3031332946 ISBN 13: 9783031332944
Verlag: Springer, 2023
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Continuous Parameter Markov Processes and Stochastic Differential Equations | Rabi Bhattacharya (u. a.) | Buch | xv | Englisch | 2023 | Springer | EAN 9783031332944 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu Print on Demand. Bestandsnummer des Verkäufers 126842581
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This graduate text presents the elegant and profound theory of continuous parameter Markov processes and many of its applications.
Über die Autorin bzw. den Autor:
Rabi Bhattacharya is Professor of Mathematics at The University of Arizona. He is a Fellow of the Institute of Mathematical Statistics and a recipient of the U.S. Senior Scientist Humboldt Award and of a Guggenheim Fellowship. He has made significant contributions to the theory and application of Markov processes, and more recently, nonparametric statistical inference on manifolds. He has served on editorial boards of many international journals and has published several research monographs and graduate texts on probability and statistics.
Edward C. Waymire is Emeritus Professor of Mathematics at Oregon State University. He received a PhD in mathematics from the University of Arizona in the theory of interacting particle systems. His primary research concerns applications of probability and stochastic processes to problems of contemporary applied mathematics pertaining to various types of flows, dispersion, and random disorder. He is a formerchief editor of the Annals of Applied Probability, and past president of the Bernoulli Society for Mathematical Statistics and Probability.
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Titel: Continuous Parameter Markov Processes and ...
Verlag: Springer
Erscheinungsdatum: 2023
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Continuous Parameter Markov Processes and Stochastic Differential Equations (Graduate Texts in Mathematics, 299, Band 299)
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Continuous Parameter Markov Processes and Stochastic Differential Equations
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Springer International Publishing, 2023
ISBN 10: 3031332946
ISBN 13: 9783031332944
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Zustand: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Builds from simple examples to formal proofs, illuminating key ideas and computationsMarkov processes has an elegant and profound mathematical theory and a great diversity of applicationsSet of course suggestions and a chapter dependency di. Bestandsnummer des Verkäufers 855414920
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Continuous Parameter Markov Processes and Stochastic Differential Equations
ISBN 10: 3031332946
ISBN 13: 9783031332944
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Buch. Zustand: Neu. Neuware -This graduate text presents the elegant and profound theory of continuous parameter Markov processes and many of its applications. The authors focus on developing context and intuition before formalizing the theory of each topic, illustrated with examples.After a review of some background material, the reader is introduced to semigroup theory, including the Hille¿Yosida Theorem, used to construct continuous parameter Markov processes. Illustrated with examples, it is a cornerstone of Feller¿s seminal theory of the most general one-dimensional diffusions studied in a later chapter. This is followed by two chapters with probabilistic constructions of jump Markov processes, and processes with independent increments, or Lévy processes. The greater part of the book is devoted to Itô¿s fascinating theory of stochastic differential equations, and to the study of asymptotic properties of diffusions in all dimensions, such as explosion, transience, recurrence, existence of steady states, and the speed of convergence to equilibrium. A broadly applicable functional central limit theorem for ergodic Markov processes is presented with important examples. Intimate connections between diffusions and linear second order elliptic and parabolic partial differential equations are laid out in two chapters, and are used for computational purposes. Among Special Topics chapters, two study anomalous diffusions: one on skew Brownian motion, and the other on an intriguing multi-phase homogenization of solute transport in porous media.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 524 pp. Englisch. Bestandsnummer des Verkäufers 9783031332944
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Continuous Parameter Markov Processes and Stochastic Differential Equations
Verlag:
Springer International Publishing, 2023
ISBN 10: 3031332946
ISBN 13: 9783031332944
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Buch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - This graduate text presents the elegant and profound theory of continuous parameter Markov processes and many of its applications. The authors focus on developing context and intuition before formalizing the theory of each topic, illustrated with examples.After a review of some background material, the reader is introduced to semigroup theory, including the Hille-Yosida Theorem, used to construct continuous parameter Markov processes. Illustrated with examples, it is a cornerstone of Feller's seminal theory of the most general one-dimensional diffusions studied in a later chapter. This is followed by two chapters with probabilistic constructions of jump Markov processes, and processes with independent increments, or Lévy processes. The greater part of the book is devoted to Itô's fascinating theory of stochastic differential equations, and to the study of asymptotic properties of diffusions in all dimensions, such as explosion, transience, recurrence, existence of steady states, and the speed of convergence to equilibrium. A broadly applicable functional central limit theorem for ergodic Markov processes is presented with important examples. Intimate connections between diffusions and linear second order elliptic and parabolic partial differential equations are laid out in two chapters, and are used for computational purposes. Among Special Topics chapters, two study anomalous diffusions: one on skew Brownian motion, and the other on an intriguing multi-phase homogenization of solute transport in porous media. Bestandsnummer des Verkäufers 9783031332944
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Continuous Parameter Markov Processes and Stochastic Differential Equations
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Springer International Publishing Sep 2023, 2023
ISBN 10: 3031332946
ISBN 13: 9783031332944
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Buch. Zustand: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This graduate text presents the elegant and profound theory of continuous parameter Markov processes and many of its applications. The authors focus on developing context and intuition before formalizing the theory of each topic, illustrated with examples.After a review of some background material, the reader is introduced to semigroup theory, including the Hille-Yosida Theorem, used to construct continuous parameter Markov processes. Illustrated with examples, it is a cornerstone of Feller's seminal theory of the most general one-dimensional diffusions studied in a later chapter. This is followed by two chapters with probabilistic constructions of jump Markov processes, and processes with independent increments, or Lévy processes. The greater part of the book is devoted to Itô's fascinating theory of stochastic differential equations, and to the study of asymptotic properties of diffusions in all dimensions, such as explosion, transience, recurrence, existence of steady states, and the speed of convergence to equilibrium. A broadly applicable functional central limit theorem for ergodic Markov processes is presented with important examples. Intimate connections between diffusions and linear second order elliptic and parabolic partial differential equations are laid out in two chapters, and are used for computational purposes. Among Special Topics chapters, two study anomalous diffusions: one on skew Brownian motion, and the other on an intriguing multi-phase homogenization of solute transport in porous media. 524 pp. Englisch. Bestandsnummer des Verkäufers 9783031332944
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Continuous Parameter Markov Processes and Stochastic Differential Equations (Hardcover)
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ISBN 10: 3031332946
ISBN 13: 9783031332944
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Hardcover. Zustand: new. Hardcover. This graduate text presents the elegant and profound theory of continuous parameter Markov processes and many of its applications. The authors focus on developing context and intuition before formalizing the theory of each topic, illustrated with examples.After a review of some background material, the reader is introduced to semigroup theory, including the HilleYosida Theorem, used to construct continuous parameter Markov processes. Illustrated with examples, it is a cornerstone of Fellers seminal theory of the most general one-dimensional diffusions studied in a later chapter. This is followed by two chapters with probabilistic constructions of jump Markov processes, and processes with independent increments, or Levy processes. The greater part of the book is devoted to Itos fascinating theory of stochastic differential equations, and to the study of asymptotic properties of diffusions in all dimensions, such as explosion, transience, recurrence, existence of steady states, and the speed of convergence to equilibrium. A broadly applicable functional central limit theorem for ergodic Markov processes is presented with important examples. Intimate connections between diffusions and linear second order elliptic and parabolic partial differential equations are laid out in two chapters, and are used for computational purposes. Among Special Topics chapters, two study anomalous diffusions: one on skew Brownian motion, and the other on an intriguing multi-phase homogenization of solute transport in porous media. This graduate text presents the elegant and profound theory of continuous parameter Markov processes and many of its applications. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Bestandsnummer des Verkäufers 9783031332944