Markov Processes: Characterization and ConvergenceISBN: 978-0-471-76986-6
Paperback
552 pages
October 2005
Other Available Formats: E-book
|
Introduction.
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.
Appendixes.
References.
Index.
Flowchart.