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Markov Processes, Feller Semigroups And Evolution Equations

2010-11-25 Mathematics
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Release : 2010-11-25
Genre : Mathematics
Kind : eBook
Book Rating : 171/5 ( reviews)

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Book Synopsis Markov Processes, Feller Semigroups And Evolution Equations by : Jan A Van Casteren

Download or read book Markov Processes, Feller Semigroups And Evolution Equations written by Jan A Van Casteren. This book was released on 2010-11-25. Available in PDF, EPUB and Kindle. Book excerpt: The book provides a systemic treatment of time-dependent strong Markov processes with values in a Polish space. It describes its generators and the link with stochastic differential equations in infinite dimensions. In a unifying way, where the square gradient operator is employed, new results for backward stochastic differential equations and long-time behavior are discussed in depth. The book also establishes a link between propagators or evolution families with the Feller property and time-inhomogeneous Markov processes. This mathematical material finds its applications in several branches of the scientific world, among which are mathematical physics, hedging models in financial mathematics, and population models.

Markov Processes, Feller Semigroups and Evolution Equations

2011 Mathematics
Download Markov Processes, Feller Semigroups and Evolution Equations PDF Online Free

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Release : 2011
Genre : Mathematics
Kind : eBook
Book Rating : 180/5 ( reviews)

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Book Synopsis Markov Processes, Feller Semigroups and Evolution Equations by : J. A. van Casteren

Download or read book Markov Processes, Feller Semigroups and Evolution Equations written by J. A. van Casteren. This book was released on 2011. Available in PDF, EPUB and Kindle. Book excerpt: The book provides a systemic treatment of time-dependent strong Markov processes with values in a Polish space. It describes its generators and the link with stochastic differential equations in infinite dimensions. In a unifying way, where the square gradient operator is employed, new results for backward stochastic differential equations and long-time behavior are discussed in depth. The book also establishes a link between propagators or evolution families with the Feller property and time-inhomogeneous Markov processes. This mathematical material finds its applications in several branches of the scientific world, among which are mathematical physics, hedging models in financial mathematics, and population models.

Markov Processes, Semigroups, and Generators

2011 Mathematics
Download Markov Processes, Semigroups, and Generators PDF Online Free

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Release : 2011
Genre : Mathematics
Kind : eBook
Book Rating : 101/5 ( reviews)

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Book Synopsis Markov Processes, Semigroups, and Generators by : Vassili N. Kolokoltsov

Download or read book Markov Processes, Semigroups, and Generators written by Vassili N. Kolokoltsov. This book was released on 2011. Available in PDF, EPUB and Kindle. Book excerpt: 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

Generators of Markov Chains

2020-11-26 Mathematics
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Release : 2020-11-26
Genre : Mathematics
Kind : eBook
Book Rating : 796/5 ( reviews)

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Book Synopsis Generators of Markov Chains by : Adam Bobrowski

Download or read book Generators of Markov Chains written by Adam Bobrowski. This book was released on 2020-11-26. Available in PDF, EPUB and Kindle. Book excerpt: A clear explanation of what an explosive Markov chain does after it passes through all available states in finite time.

Markov Processes, Semigroups and Generators

2011-03-29 Mathematics
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Release : 2011-03-29
Genre : Mathematics
Kind : eBook
Book Rating : 11X/5 ( reviews)

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Book Synopsis Markov Processes, Semigroups and Generators by : Vassili N. Kolokoltsov

Download or read book Markov Processes, Semigroups and Generators written by Vassili N. Kolokoltsov. This book was released on 2011-03-29. Available in PDF, EPUB and Kindle. Book excerpt: 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. From the contents: Tools from Probability and Analysis Brownian motion Markov processes and martingales SDE, ψDE and martingale problems Processes in Euclidean spaces Processes in domains with a boundary Heat kernels for stable-like processes Continuous-time random walks and fractional dynamics Complex chains and Feynman integral

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