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Nonlinear Markov Processes and Kinetic Equations
$68.00 - $74.59A careful exposition of the most fundamental questions in the theory of nonlinear Markov processes.
Markov Processes, Brownian Motion, and Time Symmetry (Grundlehren der mathematischen Wissenschaften)
$132.73 - $159.00From the reviews of the First Edition: "This excellent book is based on several sets of lecture notes written over a decade and has its origin in a one-semester course given by the author at the ETH, ...
Markov Processes from K. Ito's Perspective (AM-155) (Annals of Mathematics Studies)
$26.97 - $63.38Kiyosi Itô's greatest contribution to probability theory may be his introduction of stochastic differential equations to explain the Kolmogorov-Feller theory of Markov processes. Starting ...
Homogeneous Denumerable Markov Processes
$87.95 - $127.00Markov processes play an important role in the study of probability theory. Homogeneous denumerable Markov processes are among the main topics in the theory and have a wide range of application in ...
Pseudo Differential Operators And Markov Processes, Volume III
$121.00 - $213.54This volume concentrates on how to construct a Markov process by starting with a suitable pseudo-differential operator. Feller processes, Hunt processes associated with Lp-sub-Markovian semigroups ...
Markov Processes, Gaussian Processes, and Local Times
$21.09 - $157.18Written by two foremost researchers in the field, this book studies the local times of Markov processes by employing isomorphism theorems that relate them to certain associated Gaussian processes. It ...
Cycle Representations of Markov Processes
$94.99 - $110.51Provides fresh insight into Markovian dependence via the cycle decompositions. This book presents an account of a class of stochastic processes known as cycle processes. It reveals interpretations of ...
Diffusions, Markov Processes and Martingales: Volume 2, Itô Calculus (Cambridge Mathematical Library)…
$45.85 - $104.19The second volume concentrates on stochastic integrals, stochastic differential equations, excursion theory and the general theory of processes. These subjects are made accessible in the many ...
