Markov Processes, Semigroups And Generators

ISBN: 9783110250107 出版年：2011 页码：448 Kolokoltsov, Vassili N De Gruyter

This work offers a highly useful, well developed reference on Markov processes, the universal model for random processes and evolutions. The wide range of applications, in exact sciences as well as in other areas like social studies, require a volume that offers a refresher on fundamentals before conveying the Markov processes and examples for applications. This work does just that, and with the necessary mathematical rigor.