Markov Processes And Potential Theory

Author by :
Language : en
Publisher by : Academic Press
Format Available : PDF, ePub, Mobi
Total Read : 98
Total Download : 523
File Size : 43,7 Mb
pdf pdf

Description : Markov Processes and Potential Theory


Markov Processes And Potential Theory

Author by : Joshua Chover
Language : en
Publisher by :
Format Available : PDF, ePub, Mobi
Total Read : 28
Total Download : 995
File Size : 55,5 Mb
pdf pdf

Description :


Pseudo Differential Operators Markov Processes Markov Processes And Applications

Author by : Niels Jacob
Language : en
Publisher by : Imperial College Press
Format Available : PDF, ePub, Mobi
Total Read : 39
Total Download : 971
File Size : 47,9 Mb
pdf pdf

Description : This work covers two topics in detail: Fourier analysis, with emphasis on positivity and also on some function spaces and multiplier theorems; and one-parameter operator semigroups with emphasis on Feller semigroups and Lp-sub-Markovian semigroups. In addition, Dirichlet forms are treated.


Markov Processes

Author by : Evgenij Borisovic Dynkin
Language : en
Publisher by : Springer Science & Business Media
Format Available : PDF, ePub, Mobi
Total Read : 65
Total Download : 151
File Size : 43,5 Mb
pdf pdf

Description : The modem theory of Markov processes has its origins in the studies of A. A. MARKOV (1906-1907) on sequences of experiments "connected in a chain" and in the attempts to describe mathematically the physical phenomenon known as Brownian motion (L. BACHELlER 1900, A. EIN STEIN 1905). The first correct mathematical construction of a Markov process with continuous trajectories was given by N. WIENER in 1923. (This process is often called the Wiener process.) The general theory of Markov processes was developed in the 1930's and 1940's by A. N. KOL MOGOROV, W. FELLER, W. DOEBLlN, P. LEVY, J. L. DOOB, and others. During the past ten years the theory of Markov processes has entered a new period of intensive development. The methods of the theory of semigroups of linear operators made possible further progress in the classification of Markov processes by their infinitesimal characteristics. The broad classes of Markov processes with continuous trajectories be came the main object of study. The connections between Markov pro cesses and classical analysis were further developed. It has become possible not only to apply the results and methods of analysis to the problems of probability theory, but also to investigate analytic problems using probabilistic methods. Remarkable new connections between Markov processes and potential theory were revealed. The foundations of the theory were reviewed critically: the new concept of strong Markov process acquired for the whole theory of Markov processes great importance.


General Theory Of Markov Processes

Author by :
Language : en
Publisher by : Academic Press
Format Available : PDF, ePub, Mobi
Total Read : 87
Total Download : 871
File Size : 46,8 Mb
pdf pdf

Description : General Theory of Markov Processes


Continuous Time Markov Processes

Author by : Thomas Milton Liggett
Language : en
Publisher by : American Mathematical Soc.
Format Available : PDF, ePub, Mobi
Total Read : 58
Total Download : 417
File Size : 41,6 Mb
pdf pdf

Description : 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 special 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. This is a textbook for a graduate course that can follow one that covers basic probabilistic limit theorems and discrete time processes.


Dirichlet Forms And Symmetric Markov Processes

Author by : Masatoshi Fukushima
Language : en
Publisher by : Walter de Gruyter
Format Available : PDF, ePub, Mobi
Total Read : 63
Total Download : 680
File Size : 48,7 Mb
pdf pdf

Description : Since the publication of the first edition in 1994, this book has attracted constant interests from readers and is by now regarded as a standard reference for the theory of Dirichlet forms. For the present second edition, the authors not only revised the existing text, but also added some new sections as well as several exercises with solutions. The book addresses to researchers and graduate students who wish to comprehend the area of Dirichlet forms and symmetric Markov processes.


Markov Processes And Related Problems Of Analysis

Author by : Evgeniĭ Borisovich Dynkin
Language : en
Publisher by : Cambridge University Press
Format Available : PDF, ePub, Mobi
Total Read : 18
Total Download : 331
File Size : 53,9 Mb
pdf pdf

Description : The theory of Markov Processes has become a powerful tool in partial differential equations and potential theory with important applications to physics. Professor Dynkin has made many profound contributions to the subject and in this volume are collected several of his most important expository and survey articles. The content of these articles has not been covered in any monograph as yet. This account is accessible to graduate students in mathematics and operations research and will be welcomed by all those interested in stochastic processes and their applications.


Classical Potential Theory And Its Probabilistic Counterpart

Author by : Joseph L. Doob
Language : en
Publisher by : Springer Science & Business Media
Format Available : PDF, ePub, Mobi
Total Read : 77
Total Download : 250
File Size : 51,6 Mb
pdf pdf

Description : From the reviews: "Here is a momumental work by Doob, one of the masters, in which Part 1 develops the potential theory associated with Laplace's equation and the heat equation, and Part 2 develops those parts (martingales and Brownian motion) of stochastic process theory which are closely related to Part 1". --G.E.H. Reuter in Short Book Reviews (1985)