عنوان

Continuous time Markov processes :

شابک

0821849492 (alk. paper)

شابک

9780821849491 (alk. paper)

شماره

dltt

عنوان اصلي

Continuous time Markov processes :

نام عام مواد

[Book]

ساير اطلاعات عنواني

an introduction /

نام نخستين پديدآور

Thomas M. Liggett

محل نشرو پخش و غیره

Providence, R.I. :

نام ناشر، پخش کننده و غيره

American Mathematical Society,

تاریخ نشرو بخش و غیره

c2010

نام خاص و کميت اثر

xii, 271 p. ;

ابعاد

27 cm

عنوان فروست

Graduate studies in mathematics ;

مشخصه جلد

v. 113

متن يادداشت

Includes bibliographical references and index

متن يادداشت

One-dimensional Brownian motion -- Continuous time Markov chains -- Feller processes -- Interacting particle systems -- Stochastic integration -- Multi-dimensional Brownian motion and the Dirichlet problem

بدون عنوان

0

متن يادداشت

"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 treats a more recently developed class of Markov processes that have as their origin problems in physics and biology."--Publisher's description

موضوع مستند نشده

Markov processes

موضوع مستند نشده

Stochastic integrals

شماره

ويراست

شماره رده

شماره رده

نشانه اثر

نشانه اثر

مستند نام اشخاص تاييد نشده

Liggett, Thomas M., (Thomas Milton),1944-

تاريخ عمليات

20100510140331.0

نام الکترونيکي

نوع ماده

[Book]

تكميل شده

Y