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...
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Place / Publishing House: | Berlin ;, Boston : : De Gruyter, , [2011] ©2011 |
Year of Publication: | 2011 |
Language: | English |
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Kolokoltsov, Vassili N., author. aut http://id.loc.gov/vocabulary/relators/aut Markov Processes, Semigroups and Generators / Vassili N. Kolokoltsov. Berlin ; Boston : De Gruyter, [2011] ©2011 1 online resource (430 p.) text txt rdacontent computer c rdamedia online resource cr rdacarrier text file PDF rda De Gruyter Studies in Mathematics , 0179-0986 ; 38 Frontmatter -- Preface -- Notations -- Standard abbreviations -- Contents -- I Introduction to stochastic analysis -- 1 Tools from probability and analysis -- 2 Brownian motion (BM) -- 3 Markov processes and martingales -- 4 SDE, ΨDE and martingale problems -- II Markov processes and beyond -- 5 Processes in Euclidean spaces -- 6 Processes in domains with a boundary -- 7 Heat kernels for stable-like processes -- 8 CTRW and fractional dynamics -- 9 Complex Markov chains and Feynman integral -- Bibliography -- Index restricted access http://purl.org/coar/access_right/c_16ec online access with authorization star 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 Issued also in print. Mode of access: Internet via World Wide Web. In English. Description based on online resource; title from PDF title page (publisher's Web site, viewed 28. Feb 2023) Group theory Generators. Markov processes. Semigroups. Markov Processes, Semigroups, random processes. MATHEMATICS / Probability & Statistics / General. bisacsh Generators. Markov Processes. Title is part of eBook package: De Gruyter DG Studies in Mathematics eBook-Package 9783110494938 ZDB-23-GSM Title is part of eBook package: De Gruyter DGBA Backlist Complete English Language 2000-2014 PART1 9783110238570 Title is part of eBook package: De Gruyter DGBA Backlist Mathematics 2000-2014 (EN) 9783110238471 Title is part of eBook package: De Gruyter DGBA Mathematics - 2000 - 2014 9783110637205 ZDB-23-GMA Title is part of eBook package: De Gruyter E-BOOK GESAMTPAKET / COMPLETE PACKAGE 2011 9783110261189 ZDB-23-DGG Title is part of eBook package: De Gruyter E-BOOK PACKAGE ENGLISH LANGUAGES TITLES 2011 9783110261233 Title is part of eBook package: De Gruyter E-BOOK PAKET SCIENCE TECHNOLOGY AND MEDICINE 2011 9783110261202 ZDB-23-DMN print 9783110250107 https://doi.org/10.1515/9783110250114 https://www.degruyter.com/isbn/9783110250114 Cover https://www.degruyter.com/document/cover/isbn/9783110250114/original |
language |
English |
format |
eBook |
author |
Kolokoltsov, Vassili N., Kolokoltsov, Vassili N., |
spellingShingle |
Kolokoltsov, Vassili N., Kolokoltsov, Vassili N., Markov Processes, Semigroups and Generators / De Gruyter Studies in Mathematics , Frontmatter -- Preface -- Notations -- Standard abbreviations -- Contents -- I Introduction to stochastic analysis -- 1 Tools from probability and analysis -- 2 Brownian motion (BM) -- 3 Markov processes and martingales -- 4 SDE, ΨDE and martingale problems -- II Markov processes and beyond -- 5 Processes in Euclidean spaces -- 6 Processes in domains with a boundary -- 7 Heat kernels for stable-like processes -- 8 CTRW and fractional dynamics -- 9 Complex Markov chains and Feynman integral -- Bibliography -- Index |
author_facet |
Kolokoltsov, Vassili N., Kolokoltsov, Vassili N., |
author_variant |
v n k vn vnk v n k vn vnk |
author_role |
VerfasserIn VerfasserIn |
author_sort |
Kolokoltsov, Vassili N., |
title |
Markov Processes, Semigroups and Generators / |
title_full |
Markov Processes, Semigroups and Generators / Vassili N. Kolokoltsov. |
title_fullStr |
Markov Processes, Semigroups and Generators / Vassili N. Kolokoltsov. |
title_full_unstemmed |
Markov Processes, Semigroups and Generators / Vassili N. Kolokoltsov. |
title_auth |
Markov Processes, Semigroups and Generators / |
title_alt |
Frontmatter -- Preface -- Notations -- Standard abbreviations -- Contents -- I Introduction to stochastic analysis -- 1 Tools from probability and analysis -- 2 Brownian motion (BM) -- 3 Markov processes and martingales -- 4 SDE, ΨDE and martingale problems -- II Markov processes and beyond -- 5 Processes in Euclidean spaces -- 6 Processes in domains with a boundary -- 7 Heat kernels for stable-like processes -- 8 CTRW and fractional dynamics -- 9 Complex Markov chains and Feynman integral -- Bibliography -- Index |
title_new |
Markov Processes, Semigroups and Generators / |
title_sort |
markov processes, semigroups and generators / |
series |
De Gruyter Studies in Mathematics , |
series2 |
De Gruyter Studies in Mathematics , |
publisher |
De Gruyter, |
publishDate |
2011 |
physical |
1 online resource (430 p.) Issued also in print. |
contents |
Frontmatter -- Preface -- Notations -- Standard abbreviations -- Contents -- I Introduction to stochastic analysis -- 1 Tools from probability and analysis -- 2 Brownian motion (BM) -- 3 Markov processes and martingales -- 4 SDE, ΨDE and martingale problems -- II Markov processes and beyond -- 5 Processes in Euclidean spaces -- 6 Processes in domains with a boundary -- 7 Heat kernels for stable-like processes -- 8 CTRW and fractional dynamics -- 9 Complex Markov chains and Feynman integral -- Bibliography -- Index |
isbn |
9783110250114 9783110494938 9783110238570 9783110238471 9783110637205 9783110261189 9783110261233 9783110261202 9783110250107 |
issn |
0179-0986 ; |
callnumber-first |
Q - Science |
callnumber-subject |
QA - Mathematics |
callnumber-label |
QA274 |
callnumber-sort |
QA 3274.7 K65 42011 |
url |
https://doi.org/10.1515/9783110250114 https://www.degruyter.com/isbn/9783110250114 https://www.degruyter.com/document/cover/isbn/9783110250114/original |
illustrated |
Not Illustrated |
dewey-hundreds |
500 - Science |
dewey-tens |
510 - Mathematics |
dewey-ones |
519 - Probabilities & applied mathematics |
dewey-full |
519.2/33 |
dewey-sort |
3519.2 233 |
dewey-raw |
519.2/33 |
dewey-search |
519.2/33 |
doi_str_mv |
10.1515/9783110250114 |
oclc_num |
754713599 |
work_keys_str_mv |
AT kolokoltsovvassilin markovprocessessemigroupsandgenerators |
status_str |
n |
ids_txt_mv |
(DE-B1597)122967 (OCoLC)754713599 |
carrierType_str_mv |
cr |
hierarchy_parent_title |
Title is part of eBook package: De Gruyter DG Studies in Mathematics eBook-Package Title is part of eBook package: De Gruyter DGBA Backlist Complete English Language 2000-2014 PART1 Title is part of eBook package: De Gruyter DGBA Backlist Mathematics 2000-2014 (EN) Title is part of eBook package: De Gruyter DGBA Mathematics - 2000 - 2014 Title is part of eBook package: De Gruyter E-BOOK GESAMTPAKET / COMPLETE PACKAGE 2011 Title is part of eBook package: De Gruyter E-BOOK PACKAGE ENGLISH LANGUAGES TITLES 2011 Title is part of eBook package: De Gruyter E-BOOK PAKET SCIENCE TECHNOLOGY AND MEDICINE 2011 |
is_hierarchy_title |
Markov Processes, Semigroups and Generators / |
container_title |
Title is part of eBook package: De Gruyter DG Studies in Mathematics eBook-Package |
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1770177470886051840 |
fullrecord |
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