Markov Processes, Semigroups and Generators / / Vassili N. Kolokoltsov.
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 scienc...
Saved in:
Superior document: | Title is part of eBook package: De Gruyter DG Studies in Mathematics eBook-Package |
---|---|
VerfasserIn: | |
Place / Publishing House: | Berlin ;, Boston : : De Gruyter, , [2011] ©2011 |
Year of Publication: | 2011 |
Language: | English |
Series: | De Gruyter Studies in Mathematics ,
38 |
Online Access: | |
Physical Description: | 1 online resource (430 p.) |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
LEADER | 06043nam a22009975i 4500 | ||
---|---|---|---|
001 | 9783110250114 | ||
003 | DE-B1597 | ||
005 | 20230228123812.0 | ||
006 | m|||||o||d|||||||| | ||
007 | cr || |||||||| | ||
008 | 230228t20112011gw fo d z eng d | ||
019 | |a (OCoLC)1002222248 | ||
019 | |a (OCoLC)1004866909 | ||
019 | |a (OCoLC)1011438942 | ||
019 | |a (OCoLC)979906337 | ||
019 | |a (OCoLC)987921673 | ||
019 | |a (OCoLC)992492806 | ||
019 | |a (OCoLC)999354825 | ||
020 | |a 9783110250114 | ||
024 | 7 | |a 10.1515/9783110250114 |2 doi | |
035 | |a (DE-B1597)122967 | ||
035 | |a (OCoLC)754713599 | ||
040 | |a DE-B1597 |b eng |c DE-B1597 |e rda | ||
041 | 0 | |a eng | |
044 | |a gw |c DE | ||
050 | 4 | |a QA274.7 |b .K65 2011 | |
072 | 7 | |a MAT029000 |2 bisacsh | |
082 | 0 | 4 | |a 519.2/33 |2 22 |
084 | |a SK 820 |2 rvk |0 (DE-625)rvk/143258: | ||
100 | 1 | |a Kolokoltsov, Vassili N., |e author. |4 aut |4 http://id.loc.gov/vocabulary/relators/aut | |
245 | 1 | 0 | |a Markov Processes, Semigroups and Generators / |c Vassili N. Kolokoltsov. |
264 | 1 | |a Berlin ; |a Boston : |b De Gruyter, |c [2011] | |
264 | 4 | |c ©2011 | |
300 | |a 1 online resource (430 p.) | ||
336 | |a text |b txt |2 rdacontent | ||
337 | |a computer |b c |2 rdamedia | ||
338 | |a online resource |b cr |2 rdacarrier | ||
347 | |a text file |b PDF |2 rda | ||
490 | 0 | |a De Gruyter Studies in Mathematics , |x 0179-0986 ; |v 38 | |
505 | 0 | 0 | |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 |
506 | 0 | |a restricted access |u http://purl.org/coar/access_right/c_16ec |f online access with authorization |2 star | |
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 | ||
530 | |a Issued also in print. | ||
538 | |a Mode of access: Internet via World Wide Web. | ||
546 | |a In English. | ||
588 | 0 | |a Description based on online resource; title from PDF title page (publisher's Web site, viewed 28. Feb 2023) | |
650 | 0 | |a Group theory |x Generators. | |
650 | 0 | |a Markov processes. | |
650 | 0 | |a Semigroups. | |
650 | 4 | |a Markov Processes, Semigroups, random processes. | |
650 | 7 | |a MATHEMATICS / Probability & Statistics / General. |2 bisacsh | |
653 | |a Generators. | ||
653 | |a Markov Processes. | ||
653 | |a Semigroups. | ||
773 | 0 | 8 | |i Title is part of eBook package: |d De Gruyter |t DG Studies in Mathematics eBook-Package |z 9783110494938 |o ZDB-23-GSM |
773 | 0 | 8 | |i Title is part of eBook package: |d De Gruyter |t DGBA Backlist Complete English Language 2000-2014 PART1 |z 9783110238570 |
773 | 0 | 8 | |i Title is part of eBook package: |d De Gruyter |t DGBA Backlist Mathematics 2000-2014 (EN) |z 9783110238471 |
773 | 0 | 8 | |i Title is part of eBook package: |d De Gruyter |t DGBA Mathematics - 2000 - 2014 |z 9783110637205 |o ZDB-23-GMA |
773 | 0 | 8 | |i Title is part of eBook package: |d De Gruyter |t E-BOOK GESAMTPAKET / COMPLETE PACKAGE 2011 |z 9783110261189 |o ZDB-23-DGG |
773 | 0 | 8 | |i Title is part of eBook package: |d De Gruyter |t E-BOOK PACKAGE ENGLISH LANGUAGES TITLES 2011 |z 9783110261233 |
773 | 0 | 8 | |i Title is part of eBook package: |d De Gruyter |t E-BOOK PAKET SCIENCE TECHNOLOGY AND MEDICINE 2011 |z 9783110261202 |o ZDB-23-DMN |
776 | 0 | |c print |z 9783110250107 | |
856 | 4 | 0 | |u https://doi.org/10.1515/9783110250114 |
856 | 4 | 0 | |u https://www.degruyter.com/isbn/9783110250114 |
856 | 4 | 2 | |3 Cover |u https://www.degruyter.com/document/cover/isbn/9783110250114/original |
912 | |a 978-3-11-023847-1 DGBA Backlist Mathematics 2000-2014 (EN) |c 2000 |d 2014 | ||
912 | |a 978-3-11-023857-0 DGBA Backlist Complete English Language 2000-2014 PART1 |c 2000 |d 2014 | ||
912 | |a 978-3-11-026123-3 E-BOOK PACKAGE ENGLISH LANGUAGES TITLES 2011 |b 2011 | ||
912 | |a EBA_BACKALL | ||
912 | |a EBA_CL_MTPY | ||
912 | |a EBA_DGALL | ||
912 | |a EBA_EBACKALL | ||
912 | |a EBA_EBKALL | ||
912 | |a EBA_ECL_MTPY | ||
912 | |a EBA_EEBKALL | ||
912 | |a EBA_ESTMALL | ||
912 | |a EBA_STMALL | ||
912 | |a GBV-deGruyter-alles | ||
912 | |a PDA12STME | ||
912 | |a PDA13ENGE | ||
912 | |a PDA18STMEE | ||
912 | |a PDA5EBK | ||
912 | |a ZDB-23-DGG |b 2011 | ||
912 | |a ZDB-23-DMN |b 2011 | ||
912 | |a ZDB-23-GMA |c 2000 |d 2014 | ||
912 | |a ZDB-23-GSM |