Markov Processes

Markov Processes

Characterization and Convergence

Ethier, Stewart N.; Kurtz, Thomas G.

John Wiley and Sons Ltd

10/2005

528

Mole

Inglês

9780471769866

15 a 20 dias

Converted into a paperback format, at a reduced price Markov Processes: Characterization and Convergence is ideal as a graduate text and/or reference on Markov Processes and their relationship to operator semigroups.
Introduction. 1. Operator Semigroups. 2. Stochastic Processes and Martingales. 3. Convergence of Probability Measures. 4. Generators and Markov Processes. 5. Stochastic Integral Equations. 6. Random Time Changes. 7. Invariance Principles and Diffusion Approximations. 8. Examples of Generators. 9. Branching Processes. 10. Genetic Models. 11. Density Dependent Population Processes. 12. Random Evolutions. Appendixes. References. Index. Flowchart.
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