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Интеллектуальная Система Тематического Исследования НАукометрических данных |
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Markov processes, semigroups and generatorsкнига
- Автор: Kolokoltsov Vassili N.
- Год издания: 2011
- Издательство: de Gruyter
- Местоположение издательства: Germany
- Объём: 449 страниц
- ISBN: 978-3-11-025010-7
- Монография
- DOI: 10.1515/9783110250114
- Аннотация: 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.
- Добавил в систему: Колокольцов Василий Никитич