Markov processes, semigroups, and generators:
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Bibliographic Details
Main Author: Kolokolʹt͡sov, V. N., (Vasiliĭ Nikitich) (Author)
Format: Electronic eBook
Language:English
Published: Berlin De Gruyter c2011
Series:De Gruyter studies in mathematics 38
Subjects:
Online Access:FAW01
FAW02
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Item Description: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
Physical Description:1 Online-Ressource (xviii, 430 p.)
ISBN:3110250101
311025011X
9783110250107
9783110250114

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