Diffusions Markov Processes And Martingales Volume 1 Foundations

Author by : L. C. G. Rogers
Language : en
Publisher by : Cambridge University Press
Format Available : PDF, ePub, Mobi
Total Read : 69
Total Download : 427
File Size : 46,6 Mb
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Description : Now available in paperback for the first time; essential reading for all students of probability theory.


Diffusions Markov Processes And Martingales Volume 2 It Calculus

Author by : L. C. G. Rogers
Language : en
Publisher by : Cambridge University Press
Format Available : PDF, ePub, Mobi
Total Read : 32
Total Download : 621
File Size : 49,7 Mb
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Description : Now available in paperback for the first time; essential reading for all students of probability theory.


Diffusions Markov Processes And Martingales Volume 1 Foundations

Author by : L. C. G. Rogers
Language : en
Publisher by : Cambridge University Press
Format Available : PDF, ePub, Mobi
Total Read : 66
Total Download : 806
File Size : 49,8 Mb
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Description : Now available in paperback, this celebrated book remains a key systematic guide to a large part of the modern theory of Probability. The authors not only present the subject of Brownian motion as a dry part of mathematical analysis, but convey its real meaning and fascination. The opening, heuristic chapter does just this, and it is followed by a comprehensive and self-contained account of the foundations of theory of stochastic processes. Chapter 3 is a lively presentation of the theory of Markov processes. Together with its companion volume, this book equips graduate students for research into a subject of great intrinsic interest and wide applications.


Fluctuations In Markov Processes

Author by : Tomasz Komorowski
Language : en
Publisher by : Springer Science & Business Media
Format Available : PDF, ePub, Mobi
Total Read : 86
Total Download : 388
File Size : 40,5 Mb
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Description : The present volume contains the most advanced theories on the martingale approach to central limit theorems. Using the time symmetry properties of the Markov processes, the book develops the techniques that allow us to deal with infinite dimensional models that appear in statistical mechanics and engineering (interacting particle systems, homogenization in random environments, and diffusion in turbulent flows, to mention just a few applications). The first part contains a detailed exposition of the method, and can be used as a text for graduate courses. The second concerns application to exclusion processes, in which the duality methods are fully exploited. The third part is about the homogenization of diffusions in random fields, including passive tracers in turbulent flows (including the superdiffusive behavior). There are no other books in the mathematical literature that deal with this kind of approach to the problem of the central limit theorem. Hence, this volume meets the demand for a monograph on this powerful approach, now widely used in many areas of probability and mathematical physics. The book also covers the connections with and application to hydrodynamic limits and homogenization theory, so besides probability researchers it will also be of interest also to mathematical physicists and analysts.


Markov Processes Gaussian Processes And Local Times

Author by : Michael B. Marcus
Language : en
Publisher by : Cambridge University Press
Format Available : PDF, ePub, Mobi
Total Read : 24
Total Download : 960
File Size : 51,7 Mb
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Description : A readable 2006 synthesis of three main areas in the modern theory of stochastic processes.


Multidimensional Diffusion Processes

Author by : Daniel W. Stroock
Language : en
Publisher by : Springer
Format Available : PDF, ePub, Mobi
Total Read : 54
Total Download : 272
File Size : 48,9 Mb
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Description : From the reviews: "This book is an excellent presentation of the application of martingale theory to the theory of Markov processes, especially multidimensional diffusions. [...] This monograph can be recommended to graduate students and research workers but also to all interested in Markov processes from a more theoretical point of view." Mathematische Operationsforschung und Statistik