Markov Processes, Semigroups and Generators: de Gruyter Studies in Mathematics, cartea 38
Autor Vassili N. Kolokoltsoven Mixed media product – 28 mar 2011
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Specificații
ISBN-13: 9783119165105
ISBN-10: 3119165107
Ilustrații: Includes a print version and an ebook
Dimensiuni: 170 x 240 mm
Ediția:
Editura: De Gruyter
Seria de Gruyter Studies in Mathematics
Locul publicării:Berlin/Boston
ISBN-10: 3119165107
Ilustrații: Includes a print version and an ebook
Dimensiuni: 170 x 240 mm
Ediția:
Editura: De Gruyter
Seria de Gruyter Studies in Mathematics
Locul publicării:Berlin/Boston
Notă biografică
Vassili N. Kolokoltsov, University of Warwick, UK.
Cuprins
AD> Part I Brownian Motion, Markov Processes, Martingales.
1 Preliminaries in Probability and Analysis.
2 Browninan Motion I: Constructions.
3 Martingales and Markov Processes.
4 Browninan Motion II: Elements of Analysis.
Part II Basic Constructions of Markov Semigroups.
1 Analytic Constructions.
2 Probabilistic Constructions.
3 Heat Kernel Estimates.
4 Process in Cones and Bounded Domains.
Part III Extensions, Developments, Applications.
1 CTRW and Fractional Dynamics.
2 Complex Markov Chains and Feynman integral.
3 Controlled Processes.
4 Semiclassical Asymptotic.
5 Miscellany.
6 Bibliographical Comments.
1 Preliminaries in Probability and Analysis.
2 Browninan Motion I: Constructions.
3 Martingales and Markov Processes.
4 Browninan Motion II: Elements of Analysis.
Part II Basic Constructions of Markov Semigroups.
1 Analytic Constructions.
2 Probabilistic Constructions.
3 Heat Kernel Estimates.
4 Process in Cones and Bounded Domains.
Part III Extensions, Developments, Applications.
1 CTRW and Fractional Dynamics.
2 Complex Markov Chains and Feynman integral.
3 Controlled Processes.
4 Semiclassical Asymptotic.
5 Miscellany.
6 Bibliographical Comments.