Markov processes : characterization and convergence / Stewart N. Ethier and Thomas G. Kurtz.
Series Wiley series in probability and mathematical statisticsEditor: New York : Wiley, c1986Descripción: x, 534 p. ; 23 cmISBN: 0471081868Tema(s): Markov processesOtra clasificación: 60J25 (60B10 60F05 60F17 60G44 60J80) Recursos en línea: Contributor biographical information1. Operator semigroups2. Stochastic processes and martingales3. Convergence of probability measures4. Generators and Markov processes5. Stochastic integral equations6. Random time changes7. Invariance principles and diffusion approximations8. Examples of generators9. Branching processes10. Genetic models11. Density dependent population processes12. Random evolutions.
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Instituto de Matemática, CONICET-UNS | Libros ordenados por tema | 60 Et84 (Browse shelf) | Available | A-7080 |
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| 60 D997ta Sätze und Aufgaben über Markoffsche Prozesse / | 60 D997ti Markov processes : | 60 El46 Stochastic calculus and applications / | 60 Et84 Markov processes : | 60 Ex96 Extreme value theory : | 60 F191-2 Laws of small numbers : | 60 F318 An introduction to probability theory and its applications / |
Bibliografía: p. 508-519.
1. Operator semigroups -- 2. Stochastic processes and martingales -- 3. Convergence of probability measures -- 4. Generators and Markov processes -- 5. Stochastic integral equations -- 6. Random time changes -- 7. Invariance principles and diffusion approximations -- 8. Examples of generators -- 9. Branching processes -- 10. Genetic models -- 11. Density dependent population processes -- 12. Random evolutions.
MR, 88a:60130
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