Markov Processes, Semigroups and Generators /

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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Bibliographic Details
Superior document:Title is part of eBook package: De Gruyter DG Studies in Mathematics eBook-Package
VerfasserIn:
Kolokoltsov, Vassili N.,
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.)
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Table of 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

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