TY - BOOK UR - http://lib.ugent.be/catalog/ebk01:2670000000088777 ID - ebk01:2670000000088777 LA - eng TI - Markov Processes, Semigroups and Generators PY - 2011 SN - 9783110250114 AU - Kolokoltsov, Vassili N. AB - Markov processes represent a universal model for a large variety of real life random evolutions. The wide flow of new ideas, tools, methods and applications constantly pours into the ever-growing stream of research on Markov processes that rapidly spreads over new fields of natural and social sciences, creating new streamlined logical paths to its turbulent boundary. Even if a given process is not Markov, it can be often inserted into a larger Markov one (Markovianization procedure) by including the key historic parameters into the state space. This monograph gives a concise, but systematic and self-contained, exposition of the essentials of Markov processes, together with recent achievements, working from the "physical picture" - a formal pre-generator, and stressing the interplay between probabilistic (stochastic differential equations) and analytic (semigroups) tools. The book will be useful to students and researchers. Part I can be used for a one-semester course on Brownian motion, Lévy and Markov processes, or on probabilistic methods for PDE. Part II mainly contains the author's research on Markov processes. From the contents: Tools from Probability and Analysis Brownian motion Markov processes and martingales SDE, ψDE and martingale problems Processes in Euclidean spaces Processes in domains with a boundary Heat kernels for stable-like processes Continuous-time random walks and fractional dynamics Complex chains and Feynman integral ER -Download RIS file
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001 | 9783110250114 | ||
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020 | a 9783110250114 | ||
024 | 7 | a 10.1515/9783110250114 2 doi | |
035 | a (DE-599)GBV672763338 | ||
035 | a (DE-B1597)122967 | ||
035 | a (OCoLC)754713599 | ||
040 | a DE-B1597 b eng c DE-B1597 e rda | ||
041 | a eng | ||
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072 | 7 | a MAT034000 2 bisacsh | |
082 | 4 | a 519.2/33 2 22 | |
100 | 1 | a Kolokoltsov, Vassili N. | |
245 | 1 | a Markov Processes, Semigroups and Generators / c Vassili N. Kolokoltsov. | |
264 | 1 | a Berlin ;Boston : b De Gruyter, c [2011] | |
264 | 4 | c ©2011 | |
300 | a 1 online resource (448p.) | ||
336 | a text 2 rdacontent | ||
337 | a computer 2 rdamedia | ||
338 | a online resource 2 rdacarrier | ||
347 | a text file b PDF 2 rda | ||
490 | a De Gruyter Studies in Mathematics, x 0179-0986 ; v 38 | ||
505 | t Frontmatter -- t Preface -- t Notations -- t Standard abbreviations -- t Contents -- t I Introduction to stochastic analysis -- t 1 Tools from probability and analysis -- t 2 Brownian motion (BM) -- t 3 Markov processes and martingales -- t 4 SDE, ΨDE and martingale problems -- t II Markov processes and beyond -- t 5 Processes in Euclidean spaces -- t 6 Processes in domains with a boundary -- t 7 Heat kernels for stable-like processes -- t 8 CTRW and fractional dynamics -- t 9 Complex Markov chains and Feynman integral -- t Bibliography -- t Index | ||
520 | a Markov processes represent a universal model for a large variety of real life random evolutions. The wide flow of new ideas, tools, methods and applications constantly pours into the ever-growing stream of research on Markov processes that rapidly spreads over new fields of natural and social sciences, creating new streamlined logical paths to its turbulent boundary. Even if a given process is not Markov, it can be often inserted into a larger Markov one (Markovianization procedure) by including the key historic parameters into the state space. This monograph gives a concise, but systematic and self-contained, exposition of the essentials of Markov processes, together with recent achievements, working from the "physical picture" - a formal pre-generator, and stressing the interplay between probabilistic (stochastic differential equations) and analytic (semigroups) tools. The book will be useful to students and researchers. Part I can be used for a one-semester course on Brownian motion, Lévy and Markov processes, or on probabilistic methods for PDE. Part II mainly contains the author's research on Markov processes. From the contents: Tools from Probability and Analysis Brownian motion Markov processes and martingales SDE, ψDE and martingale problems Processes in Euclidean spaces Processes in domains with a boundary Heat kernels for stable-like processes Continuous-time random walks and fractional dynamics Complex chains and Feynman integral | ||
538 | a Mode of access: Internet via World Wide Web. | ||
546 | a In English. | ||
588 | a Description based on online resource; title from PDF title page (publisher's Web site, viewed Mar. 30, 2016) | ||
650 | a Group theory x Generators. | ||
650 | a Markov processes. | ||
650 | a Semigroups. | ||
650 | 4 | a Markov Processes, Semigroups, random processes. | |
773 | 8 | i Title is part of eBook package: d De Gruyter t DG Studies in Mathematics Backlist eBook Package z 978-3-11-049493-8 | |
773 | 8 | i Title is part of eBook package: d De Gruyter t E-BOOK GESAMTPAKET / COMPLETE PACKAGE 2011 z 978-3-11-026118-9 o ZDB-23-DGG | |
773 | 8 | i Title is part of eBook package: d De Gruyter t E-BOOK PACKAGE ENGLISH LANGUAGES TITLES 2011 z 978-3-11-026123-3 | |
773 | 8 | i Title is part of eBook package: d De Gruyter t E-BOOK PAKET SCIENCE TECHNOLOGY AND MEDICINE 2011 z 978-3-11-026120-2 o ZDB-23-DMN | |
776 | c print z 978-3-11-025010-7 | ||
856 | 4 | u https://doi.org/10.1515/9783110250114 | |
856 | 4 | 2 | 3 Cover u https://www.degruyter.com/doc/cover/9783110250114.jpg |
912 | a 978-3-11-026123-3 E-BOOK PACKAGE ENGLISH LANGUAGES TITLES 2011 | ||
912 | a 978-3-11-049493-8 DG Studies in Mathematics Backlist eBook Package | ||
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912 | a ZDB-23-DMN b 2011 |
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