Markov Processes

Markov Processes

Characterization and Convergence

Kurtz, Thomas G.; Ethier, Stewart N.

John Wiley & Sons Inc

10/2005

552

Mole

Inglês

9780471769866

047176986X

15 a 20 dias

870

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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