Markov Processes and Related Problems of Analysis - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Markov Processes and Related Problems of Analysis write by Evgeniĭ Borisovich Dynkin. This book was released on 1982-09-23. Markov Processes and Related Problems of Analysis available in PDF, EPUB and Kindle. The theory of Markov Processes has become a powerful tool in partial differential equations and potential theory with important applications to physics. Professor Dynkin has made many profound contributions to the subject and in this volume are collected several of his most important expository and survey articles. The content of these articles has not been covered in any monograph as yet. This account is accessible to graduate students in mathematics and operations research and will be welcomed by all those interested in stochastic processes and their applications.
Markov Processes and Differential Equations
Markov Processes and Differential Equations - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Markov Processes and Differential Equations write by Mark I. Freidlin. This book was released on 2012-12-06. Markov Processes and Differential Equations available in PDF, EPUB and Kindle. Probabilistic methods can be applied very successfully to a number of asymptotic problems for second-order linear and non-linear partial differential equations. Due to the close connection between the second order differential operators with a non-negative characteristic form on the one hand and Markov processes on the other, many problems in PDE's can be reformulated as problems for corresponding stochastic processes and vice versa. In the present book four classes of problems are considered: - the Dirichlet problem with a small parameter in higher derivatives for differential equations and systems - the averaging principle for stochastic processes and PDE's - homogenization in PDE's and in stochastic processes - wave front propagation for semilinear differential equations and systems. From the probabilistic point of view, the first two topics concern random perturbations of dynamical systems. The third topic, homog- enization, is a natural problem for stochastic processes as well as for PDE's. Wave fronts in semilinear PDE's are interesting examples of pattern formation in reaction-diffusion equations. The text presents new results in probability theory and their applica- tion to the above problems. Various examples help the reader to understand the effects. Prerequisites are knowledge in probability theory and in partial differential equations.
Markov Processes, Structure and Asymptotic Behavior
Markov Processes, Structure and Asymptotic Behavior - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Markov Processes, Structure and Asymptotic Behavior write by Murray Rosenblatt. This book was released on 2012-12-06. Markov Processes, Structure and Asymptotic Behavior available in PDF, EPUB and Kindle. This book is concerned with a set of related problems in probability theory that are considered in the context of Markov processes. Some of these are natural to consider, especially for Markov processes. Other problems have a broader range of validity but are convenient to pose for Markov processes. The book can be used as the basis for an interesting course on Markov processes or stationary processes. For the most part these questions are considered for discrete parameter processes, although they are also of obvious interest for continuous time parameter processes. This allows one to avoid the delicate measure theoretic questions that might arise in the continuous parameter case. There is an attempt to motivate the material in terms of applications. Many of the topics concern general questions of structure and representation of processes that have not previously been presented in book form. A set of notes comment on the many problems that are still left open and related material in the literature. It is also hoped that the book will be useful as a reference to the reader who would like an introduction to these topics as well as to the reader interested in extending and completing results of this type.
Markov Processes, Semigroups, and Generators
Markov Processes, Semigroups, and Generators - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Markov Processes, Semigroups, and Generators write by Vassili N. Kolokoltsov. This book was released on 2011. Markov Processes, Semigroups, and Generators available in PDF, EPUB and Kindle. 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
Labelled Markov Processes
Labelled Markov Processes - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Labelled Markov Processes write by Prakash Panangaden. This book was released on 2009. Labelled Markov Processes available in PDF, EPUB and Kindle. Labelled Markov processes are probabilistic versions of labelled transition systems with continuous state spaces. The book covers basic probability and measure theory on continuous state spaces and then develops the theory of LMPs.
