Markov processes, semigroups, and generators:
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Bibliographische Detailangaben
1. Verfasser: Kolokolʹt͡sov, V. N., (Vasiliĭ Nikitich) (VerfasserIn)
Format: Elektronisch E-Book
Sprache:English
Veröffentlicht: Berlin De Gruyter c2011
Schriftenreihe:De Gruyter studies in mathematics 38
Schlagworte:
Online-Zugang:FAW01
FAW02
Volltext
Beschreibung:Includes bibliographical references and index
pt. 1. Introduction to stochastic analysis -- pt. 2. Markov processes and beyond
This work offers a highly useful, well developed reference on Markov processes, the universal model for random processes and evolutions. The wide range of applications, in exact sciences as well as in other areas like social studies, require a volume that offers a refresher on fundamentals before conveying the Markov processes and examples for applications. This work does just that, and with the necessary mathematical rigor
Beschreibung:1 Online-Ressource (xviii, 430 p.)
ISBN:3110250101
311025011X
9783110250107
9783110250114

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