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books
| book details |
Markov Processes, Semigroups and Generators
By (author) Vassili N. Kolokoltsov
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| on special |
normal price: R 7 286.95
Price: R 6 557.95
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| book description |
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 Analysis Brownian motion Markov processes and martingales SDE, ψDE and martingale problems Processes in Euclidean spaces Processes in domains with a boundary Heat kernels for stable-like processes Continuous-time random walks and fractional dynamics Complex chains and Feynman integral
| product details |
Normally shipped |
Publisher | De Gruyter
Published date | 17 Mar 2011
Language |
Format | Hardback
Pages | 448
Dimensions | 240 x 170 x 0mm (L x W x H)
Weight | 886g
ISBN | 978-3-1102-5010-7
Readership Age |
BISAC | mathematics / probability & statistics / general
| other options |
Normally shipped |
Readership Age |
Normal Price | R 11 365.95
Price | R 10 228.95
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