عنوان
پدید آورنده
موضوع
رده
QA 274.7 .L54 2010
QA
274
.
7
.
L54
2010
کتابخانه
محل استقرار
Continuous time Markov processes an introduction
Thomas M. Liggett.
Providence, R.I.
American Mathematical Society
c2010
xii, 271 p. 27 cm
Graduate studies in mathematics
an introduction
Markov processes
Stochastic integrals
QA
274
.
7
.
L54
2010
Liggett, Thomas M1944-)Thomas Milton(
Includes bibliographical references and index
One-dimensional Brownian motion -- Continuous time Markov chains -- Feller processes -- Interacting particle systems -- Stochastic integration -- Multi-dimensional Brownian motion and the Dirichlet problem
