Markov Processes: Characterization and ConvergenceISBN: 978-0-471-76986-6
Paperback
552 pages
September 2005
This is a Print-on-Demand title. It will be printed specifically to fill your order. Please allow an additional 10-15 days delivery time. The book is not returnable.
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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.