Mendeley出力
＜図書＞
Continuous time Markov processes : an introduction
| 責任表示 | Thomas M. Liggett |
|---|---|
| シリーズ | Graduate studies in mathematics ; v. 113 |
| データ種別 | 図書 |
| 出版情報 | Providence, R.I. : American Mathematical Society , c2010 |
| 本文言語 | 英語 |
| 大きさ | xii, 271 p. ; 27 cm |
| 概要 | "Markov processes are among the most important stochastic processes for both theory and applications. This book develops the general theory of these processes and applies this theory to various specia... examples. The initial chapter is devoted to the most important classical example--one-dimensional Brownian motion. This, together with a chapter on continuous time Markov chains, provides the motivation for the general setup based on semigroups and generators. Chapters on stochastic calculus and probabilistic potential theory give an introduction to some of the key areas of application of Brownian motion and its relatives. A chapter on interacting particle systems treats a more recently developed class of Markov processes that have as their origin problems in physics and biology."--Publisher's description.続きを見る |
| 目次 | One-dimensional Brownian motion Continuous time Markov chains Feller processes Interacting particle systems Stochastic integration Multi-dimensional Brownian motion and the Dirichlet problem. |
所蔵情報
| 状態 | 巻次 | 所蔵場所 | 請求記号 | 刷年 | 文庫名称 | 資料番号 | コメント | 予約・取寄 | 複写申込 | 自動書庫 |
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理系図3F 数理独自 | LIGG/20/3 | 2010 |
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033212010000457 |
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書誌詳細
| 一般注記 | Includes bibliographical references (p. 267-268) and index |
|---|---|
| 著者標目 | *Liggett, Thomas M. (Thomas Milton), 1944- |
| 件 名 | LCSH:Markov processes LCSH:Stochastic integrals |
| 分 類 | LCC:QA274.7 DC22:519.2/33 |
| 書誌ID | 1001419796 |
| ISBN | 9780821849491 |
| NCID | BB01523537 |
| 巻冊次 | ISBN:9780821849491 |
| 登録日 | 2010.04.30 |
| 更新日 | 2010.04.30 |