Stock image for illustration purposes only - book cover, edition or condition may vary.
Continuous Time Markov Processes
Unknown
€ 113.62
FREE Delivery in Ireland
Description for Continuous Time Markov Processes
Hardcover. 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. Series: Graduate Studies in Mathematics. Num Pages: 271 pages. BIC Classification: PBT. Category: (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 262 x 185 x 20. Weight in Grams: 674.
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 ... Read more
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 ... Read more
Product Details
Format
Hardback
Publication date
2010
Publisher
American Mathematical Society United States
Number of pages
278
Condition
New
Series
Graduate Studies in Mathematics
Number of Pages
271
Place of Publication
Providence, United States
ISBN
9780821849491
SKU
V9780821849491
Shipping Time
Usually ships in 7 to 11 working days
Ref
99-1
Reviews for Continuous Time Markov Processes