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  • 1
    Book
    Book
    Markov processes, semigroups and generators / (2011)
    Berlin [u.a.] :de Gruyter,
    Details
    UID:
    almahu_BV037246675
    Format: XVIII, 430 S.
    ISBN: 978-3-11-025010-7
    Series Statement: De Gruyter studies in mathematics 38
    Additional Edition: Erscheint auch als Online-Ausgabe ISBN 978-3-11-025011-4
    Language: English
    Subjects: Mathematics
    RVK:
    SK 260
    RVK:
    SK 820
    Keywords: Markov-Prozess ; Halbgruppe ; Gruppentheorie
    URL: Inhaltsverzeichnis
    URL: Inhaltsverzeichnis
    URL: Inhaltstext
    URL: Rezension
    URL: http://d-nb.info/1010717448/04
    URL: Inhaltsverzeichnis
    Author information: Kolokolʹcov, Vassilij N., 1959-
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  • 2
    Online Resource
    Online Resource
    Markov Processes, Semigroups and Generators / (2011)
    Berlin ;Boston :De Gruyter,
    Details
    UID:
    almafu_9958353810502883
    Format: 1 online resource (448p.)
    ISBN: 9783110250114
    Series Statement: De Gruyter Studies in Mathematics, 38
    Content: Markov processes represent a universal model for a large variety of real life random evolutions. The wide flow of new ideas, tools, methods and applications constantly pours into the ever-growing stream of research on Markov processes that rapidly spreads over new fields of natural and social sciences, creating new streamlined logical paths to its turbulent boundary. Even if a given process is not Markov, it can be often inserted into a larger Markov one (Markovianization procedure) by including the key historic parameters into the state space. This monograph gives a concise, but systematic and self-contained, exposition of the essentials of Markov processes, together with recent achievements, working from the "physical picture" - a formal pre-generator, and stressing the interplay between probabilistic (stochastic differential equations) and analytic (semigroups) tools. The book will be useful to students and researchers. Part I can be used for a one-semester course on Brownian motion, Lévy and Markov processes, or on probabilistic methods for PDE. Part II mainly contains the author's research on Markov processes. From the contents: Tools from Probability and Analysis Brownian motion Markov processes and martingales SDE, ψDE and martingale problems Processes in Euclidean spaces Processes in domains with a boundary Heat kernels for stable-like processes Continuous-time random walks and fractional dynamics Complex chains and Feynman integral
    Note: Frontmatter -- , Preface -- , Notations -- , Standard abbreviations -- , Contents -- , I Introduction to stochastic analysis -- , 1 Tools from probability and analysis -- , 2 Brownian motion (BM) -- , 3 Markov processes and martingales -- , 4 SDE, ΨDE and martingale problems -- , II Markov processes and beyond -- , 5 Processes in Euclidean spaces -- , 6 Processes in domains with a boundary -- , 7 Heat kernels for stable-like processes -- , 8 CTRW and fractional dynamics -- , 9 Complex Markov chains and Feynman integral -- , Bibliography -- , Index , In English.
    Additional Edition: ISBN 978-3-11-025010-7
    Language: English
    Subjects: Mathematics
    RVK:
    SK 820
    DOI: 10.1515/9783110250114
    URL: https://doi.org/10.1515/9783110250114
    URL: Volltext
    URL: Volltext  (lizenzpflichtig)
    URL: lizenzpflichtig
    URL: Cover
    URL: Inhaltstext
    URL: Cover
    URL: https://doi.org/10.1515/9783110250114
    URL: https://www.degruyter.com/isbn/9783110250114
    URL: Cover
    URL: https://doi.org/10.1515/9783110250114
    URL: https://www.degruyter.com/isbn/9783110250114
    URL: Cover
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  • 3
    Online Resource
    Online Resource
    Markov processes, semigroups and generators / (2011)
    Berlin [u.a.] :de Gruyter,
    Details
    UID:
    almafu_BV042348138
    Format: 1 Online-Ressource (XVIII, 430 S.).
    ISBN: 978-1-283-16633-1 , 978-3-11-025011-4
    Series Statement: De Gruyter Studies in Mathematics 38
    Note: Includes bibliographical references and index. - This work offers a highly useful, well developed reference on Markov processes, the universal model for random processes and evolutions. The wide range of applications, in exact sciences as well as in other areas like social studies, require a volume that offers a refresher on fundamentals before conveying the Markov processes and examples for applications. This work does just that, and with the necessary mathematical rigor
    Additional Edition: Erscheint auch als Druck-Ausgabe ISBN 978-3-11-025010-7
    Language: English
    Subjects: Mathematics
    RVK:
    SK 260
    RVK:
    SK 820
    Keywords: Markov-Prozess ; Halbgruppe ; Gruppentheorie
    DOI: 10.1515/9783110250114
    URL: Volltext  (URL des Erstveröffentlichers)
    URL: Volltext  (URL des Erstveröffentlichers)
    URL: Volltext  (URL des Erstveröffentlichers)
    Author information: Kolokolʹcov, Vassilij N. 1959-
    Library Location Call Number Volume/Issue/Year Availability
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  • 4
    Online Resource
    Online Resource
    Markov Processes, Semigroups and Generators / (2011)
    Berlin ; : De Gruyter,
    Details
    UID:
    almahu_9949462115502882
    Format: 1 online resource (430 p.)
    ISBN: 9783110250114 , 9783110494938
    Series Statement: De Gruyter Studies in Mathematics , 38
    Content: Markov processes represent a universal model for a large variety of real life random evolutions. The wide flow of new ideas, tools, methods and applications constantly pours into the ever-growing stream of research on Markov processes that rapidly spreads over new fields of natural and social sciences, creating new streamlined logical paths to its turbulent boundary. Even if a given process is not Markov, it can be often inserted into a larger Markov one (Markovianization procedure) by including the key historic parameters into the state space. This monograph gives a concise, but systematic and self-contained, exposition of the essentials of Markov processes, together with recent achievements, working from the "physical picture" - a formal pre-generator, and stressing the interplay between probabilistic (stochastic differential equations) and analytic (semigroups) tools. The book will be useful to students and researchers. Part I can be used for a one-semester course on Brownian motion, Lévy and Markov processes, or on probabilistic methods for PDE. Part II mainly contains the author's research on Markov processes. From the contents: Tools from Probability and Analysis Brownian motion Markov processes and martingales SDE, ψDE and martingale problems Processes in Euclidean spaces Processes in domains with a boundary Heat kernels for stable-like processes Continuous-time random walks and fractional dynamics Complex chains and Feynman integral
    Note: Frontmatter -- , Preface -- , Notations -- , Standard abbreviations -- , Contents -- , I Introduction to stochastic analysis -- , 1 Tools from probability and analysis -- , 2 Brownian motion (BM) -- , 3 Markov processes and martingales -- , 4 SDE, ΨDE and martingale problems -- , II Markov processes and beyond -- , 5 Processes in Euclidean spaces -- , 6 Processes in domains with a boundary -- , 7 Heat kernels for stable-like processes -- , 8 CTRW and fractional dynamics -- , 9 Complex Markov chains and Feynman integral -- , Bibliography -- , Index , Issued also in print. , Mode of access: Internet via World Wide Web. , In English.
    In: DG Studies in Mathematics eBook-Package, De Gruyter, 9783110494938
    In: DGBA Backlist Complete English Language 2000-2014 PART1, De Gruyter, 9783110238570
    In: DGBA Backlist Mathematics 2000-2014 (EN), De Gruyter, 9783110238471
    In: DGBA Mathematics - 2000 - 2014, De Gruyter, 9783110637205
    In: E-BOOK GESAMTPAKET / COMPLETE PACKAGE 2011, De Gruyter, 9783110261189
    In: E-BOOK PACKAGE ENGLISH LANGUAGES TITLES 2011, De Gruyter, 9783110261233
    In: E-BOOK PAKET SCIENCE TECHNOLOGY AND MEDICINE 2011, De Gruyter, 9783110261202
    Additional Edition: ISBN 9783110250107
    Language: English
    Subjects: Mathematics
    RVK:
    SK 820
    DOI: 10.1515/9783110250114
    URL: https://doi.org/10.1515/9783110250114
    URL: https://www.degruyter.com/isbn/9783110250114
    URL: Cover
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    Online Resource
    Open Access Request
    HU Berlin
  • 5
    Online Resource
    Online Resource
    Markov Processes, Semigroups and Generators / (2011)
    Berlin ; : De Gruyter,
    Details
    UID:
    almahu_9949481308302882
    Format: 1 online resource (430 p.)
    ISBN: 9783110250114 , 9783110494938
    Series Statement: De Gruyter Studies in Mathematics , 38
    Content: Markov processes represent a universal model for a large variety of real life random evolutions. The wide flow of new ideas, tools, methods and applications constantly pours into the ever-growing stream of research on Markov processes that rapidly spreads over new fields of natural and social sciences, creating new streamlined logical paths to its turbulent boundary. Even if a given process is not Markov, it can be often inserted into a larger Markov one (Markovianization procedure) by including the key historic parameters into the state space. This monograph gives a concise, but systematic and self-contained, exposition of the essentials of Markov processes, together with recent achievements, working from the "physical picture" - a formal pre-generator, and stressing the interplay between probabilistic (stochastic differential equations) and analytic (semigroups) tools. The book will be useful to students and researchers. Part I can be used for a one-semester course on Brownian motion, Lévy and Markov processes, or on probabilistic methods for PDE. Part II mainly contains the author's research on Markov processes. From the contents: Tools from Probability and Analysis Brownian motion Markov processes and martingales SDE, ψDE and martingale problems Processes in Euclidean spaces Processes in domains with a boundary Heat kernels for stable-like processes Continuous-time random walks and fractional dynamics Complex chains and Feynman integral
    Note: Frontmatter -- , Preface -- , Notations -- , Standard abbreviations -- , Contents -- , I Introduction to stochastic analysis -- , 1 Tools from probability and analysis -- , 2 Brownian motion (BM) -- , 3 Markov processes and martingales -- , 4 SDE, ΨDE and martingale problems -- , II Markov processes and beyond -- , 5 Processes in Euclidean spaces -- , 6 Processes in domains with a boundary -- , 7 Heat kernels for stable-like processes -- , 8 CTRW and fractional dynamics -- , 9 Complex Markov chains and Feynman integral -- , Bibliography -- , Index , Issued also in print. , Mode of access: Internet via World Wide Web. , In English.
    In: DG Studies in Mathematics eBook-Package, De Gruyter, 9783110494938
    In: DGBA Backlist Complete English Language 2000-2014 PART1, De Gruyter, 9783110238570
    In: DGBA Backlist Mathematics 2000-2014 (EN), De Gruyter, 9783110238471
    In: DGBA Mathematics - 2000 - 2014, De Gruyter, 9783110637205
    In: E-BOOK GESAMTPAKET / COMPLETE PACKAGE 2011, De Gruyter, 9783110261189
    In: E-BOOK PACKAGE ENGLISH LANGUAGES TITLES 2011, De Gruyter, 9783110261233
    In: E-BOOK PAKET SCIENCE TECHNOLOGY AND MEDICINE 2011, De Gruyter, 9783110261202
    Additional Edition: ISBN 9783110250107
    Language: English
    Subjects: Mathematics
    RVK:
    SK 820
    DOI: 10.1515/9783110250114
    URL: https://doi.org/10.1515/9783110250114
    URL: https://www.degruyter.com/isbn/9783110250114
    URL: Cover
    Library Location Call Number Volume/Issue/Year Availability
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    Online Resource
    Open Access Request
    HU Berlin
  • 6
    Online Resource
    Online Resource
    Markov processes, semigroups, and generators (2011)
    Berlin : De Gruyter
    Details
    UID:
    gbv_1651809801
    Format: Online-Ressource (xviii, 430 p.) , ill , 25 cm
    Edition: Online-Ausg.
    ISBN: 9783110250114
    Series Statement: De Gruyter studies in mathematics 38
    Content: The series is devoted to the publication of monographs and high-level textbooks in mathematics, mathematical methods and their applications. Apart from covering important areas of current interest, a major aim is to make topics of an interdisciplinary nature accessible to the non-specialist. The works in this series are addressed to advanced students and researchers in mathematics and theoretical physics. In addition, it can serve as a guide for lectures and seminars on a graduate level. The series de Gruyter Studies in Mathematics was founded ca. 30 years ago by the late Professor Heinz Bauer and Professor Peter Gabriel with the aim to establish a series of monographs and textbooks of high standard, written by scholars with an international reputation presenting current fields of research in pure and applied mathematics. While the editorial board of the Studies has changed with the years, the aspirations of the Studies are unchanged. In times of rapid growth of mathematical knowledge carefully written monographs and textbooks written by experts are needed more than ever, not least to pave the way for the next generation of mathematicians. In this sense the editorial board and the publisher of the Studies are devoted to continue the Studies as a service to the mathematical community. Please submit any book proposals to Niels Jacob.
    Content: Intro -- Preface -- Notations -- Standard abbreviations -- Contents -- I Introduction to stochastic analysis -- 1 Tools from probability and analysis -- 1.1 Essentials of measure and probability -- 1.2 Characteristic functions -- 1.3 Conditioning -- 1.4 Infinitely divisible and stable distributions -- 1.5 Stable laws as the Holtzmark distributions -- 1.6 Unimodality of probability laws -- 1.7 Compactness for function spaces and measures -- 1.8 Fractional derivatives and pseudo-differential operators -- 1.9 Propagators and semigroups -- 2 Brownian motion (BM) -- 2.1 Random processes: basic notions -- 2.2 Definition and basic properties of BM -- 2.3 Construction via broken-line approximation -- 2.4 Construction via Hilbert-space methods -- 2.5 Construction via Kolmogorov's continuity -- 2.6 Construction via random walks and tightness -- 2.7 Simplest applications of martingales -- 2.8 Skorohod embedding and the invariance principle -- 2.9 More advanced Hilbert space methods: Wiener chaos and stochastic integral -- 2.10 Fock spaces, Hermite polynomials and Malliavin calculus -- 2.11 Stationarity: OU processes and Holtzmark fields -- 3 Markov processes and martingales -- 3.1 Definition of Lévy processes -- 3.2 Poisson processes and integrals -- 3.3 Construction of Lévy processes -- 3.4 Subordinators -- 3.5 Markov processes, semigroups and propagators -- 3.6 Feller processes and conditionally positive operators -- 3.7 Diffusions and jump-type Markov processes -- 3.8 Markov processes on quotient spaces and reflections -- 3.9 Martingales -- 3.10 Stopping times and optional sampling -- 3.11 Strong Markov property -- diffusions as Feller processes with continuous paths -- 3.12 Reflection principle and passage times -- 4 SDE, ΨDE and martingale problems -- 4.1 Markov semigroups and evolution equations -- 4.2 The Dirichlet problem for diffusion operators.
    Note: Includes bibliographical references and index. - Electronic reproduction; Palo Alto, Calif; ebrary; 2011; Available via World Wide Web; Access may be limited to ebrary affiliated libraries , pt. 1. Introduction to stochastic analysis -- pt. 2. Markov processes and beyond
    Additional Edition: ISBN 9783110250107
    Additional Edition: Buchausg. u.d.T. Kolokolʹcov, Vassilij N., 1959 - Markov processes, semigroups and generators Berlin [u.a.] : de Gruyter, 2011 ISBN 9783110250107
    Language: English
    Subjects: Mathematics
    RVK:
    SK 820
    Keywords: Markov-Prozess ; Electronic books
    URL: Volltext
    URL: Volltext  (lizenzpflichtig)
    URL: Inhaltstext
    Author information: Kolokolʹcov, Vassilij N. 1959-
    Library Location Call Number Volume/Issue/Year Availability
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    Online Resource
    Online Access
    MPI Bildungsforschung
  • 7
    Online Resource
    Online Resource
    Markov Processes, Semigroups and Generators / (2011)
    Berlin ;Boston :De Gruyter,
    Details
    UID:
    edocfu_9958353810502883
    Format: 1 online resource (448p.)
    ISBN: 9783110250114
    Series Statement: De Gruyter Studies in Mathematics, 38
    Content: Markov processes represent a universal model for a large variety of real life random evolutions. The wide flow of new ideas, tools, methods and applications constantly pours into the ever-growing stream of research on Markov processes that rapidly spreads over new fields of natural and social sciences, creating new streamlined logical paths to its turbulent boundary. Even if a given process is not Markov, it can be often inserted into a larger Markov one (Markovianization procedure) by including the key historic parameters into the state space. This monograph gives a concise, but systematic and self-contained, exposition of the essentials of Markov processes, together with recent achievements, working from the "physical picture" - a formal pre-generator, and stressing the interplay between probabilistic (stochastic differential equations) and analytic (semigroups) tools. The book will be useful to students and researchers. Part I can be used for a one-semester course on Brownian motion, Lévy and Markov processes, or on probabilistic methods for PDE. Part II mainly contains the author's research on Markov processes. From the contents: Tools from Probability and Analysis Brownian motion Markov processes and martingales SDE, ψDE and martingale problems Processes in Euclidean spaces Processes in domains with a boundary Heat kernels for stable-like processes Continuous-time random walks and fractional dynamics Complex chains and Feynman integral
    Note: Frontmatter -- , Preface -- , Notations -- , Standard abbreviations -- , Contents -- , I Introduction to stochastic analysis -- , 1 Tools from probability and analysis -- , 2 Brownian motion (BM) -- , 3 Markov processes and martingales -- , 4 SDE, ΨDE and martingale problems -- , II Markov processes and beyond -- , 5 Processes in Euclidean spaces -- , 6 Processes in domains with a boundary -- , 7 Heat kernels for stable-like processes -- , 8 CTRW and fractional dynamics -- , 9 Complex Markov chains and Feynman integral -- , Bibliography -- , Index , In English.
    Additional Edition: ISBN 978-3-11-025010-7
    Language: English
    DOI: 10.1515/9783110250114
    URL: https://doi.org/10.1515/9783110250114
    Library Location Call Number Volume/Issue/Year Availability
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    Online Resource
    Open Access Request
    FU Berlin
  • 8
    Online Resource
    Online Resource
    Markov Processes, Semigroups and Generators (2011)
    Berlin ;New York : De Gruyter
    Details
    UID:
    almahu_9947359992702882
    Format: Online-Ressource
    Edition: Online-Ausg. 2011 Electronic reproduction; Available via World Wide Web
    ISBN: 9783110250107
    Series Statement: de Gruyter Studies in Mathematics 38
    Content: This work offers a highly useful, well developed reference on Markov processes, the universal model for random processes and evolutions. The wide range of applications, in exact sciences as well as in other areas like social studies, require a volume that offers a refresher on fundamentals before conveying the Markov processes and examples for applications. This work does just that, and with the necessary mathematical rigor
    Note: Includes bibliographical references and index , pt. 1. Introduction to stochastic analysis -- pt. 2. Markov processes and beyond..
    Additional Edition: ISBN 9783110250114
    Language: English
    DOI: 10.1515/9783110250114
    URL: http://www.degruyter.com/doi/book/10.1515/9783110250114
    URL: Volltext
    URL: Cover
    Library Location Call Number Volume/Issue/Year Availability
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    Online Resource
    Online Access
    Open Access Request
    HU Berlin
  • 9
    Online Resource
    Online Resource
    Markov processes, semigroups, and generators / (2011)
    Berlin ; : De Gruyter,
    Details
    UID:
    almafu_9959239258702883
    Format: 1 online resource (448 p.)
    Edition: 1st ed.
    ISBN: 1-283-16633-X , 9786613166333 , 3-11-025011-X
    Series Statement: De Gruyter studies in mathematics, 38
    Content: Markov processes represent a universal model for a large variety of real life random evolutions. The wide flow of new ideas, tools, methods and applications constantly pours into the ever-growing stream of research on Markov processes that rapidly spreads over new fields of natural and social sciences, creating new streamlined logical paths to its turbulent boundary. Even if a given process is not Markov, it can be often inserted into a larger Markov one (Markovianization procedure) by including the key historic parameters into the state space. This monograph gives a concise, but systematic and self-contained, exposition of the essentials of Markov processes, together with recent achievements, working from the "physical picture" - a formal pre-generator, and stressing the interplay between probabilistic (stochastic differential equations) and analytic (semigroups) tools. The book will be useful to students and researchers. Part I can be used for a one-semester course on Brownian motion, Lévy and Markov processes, or on probabilistic methods for PDE. Part II mainly contains the author's research on Markov processes. From the contents: Tools from Probability and Analysis Brownian motion Markov processes and martingales SDE, ψDE and martingale problems Processes in Euclidean spaces Processes in domains with a boundary Heat kernels for stable-like processes Continuous-time random walks and fractional dynamics Complex chains and Feynman integral
    Note: Description based upon print version of record. , pt. 1. Introduction to stochastic analysis -- pt. 2. Markov processes and beyond. , Issued also in print. , English
    Additional Edition: ISBN 3-11-025010-1
    Language: English
    Subjects: Mathematics
    RVK:
    SK 820
    DOI: 10.1515/9783110250114
    Library Location Call Number Volume/Issue/Year Availability
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    Online Resource
    Open Access Request
    FU Berlin
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