| 000 | 02623nam a2200409 a 4500 | ||
|---|---|---|---|
| 005 | 20250919002731.0 | ||
| 008 | 150312s20102010riu b 001 0 eng | ||
| 020 |
_a9780821849491 _qhardback, alk. paper _cRM204.60 |
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| 020 |
_a0821849492 _qalk. paper |
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| 039 | 9 |
_a201509281238 _brosli _c201509041610 _dbaiti _c201508251644 _dbinar _c201503121214 _dbinar _y03-12-2015 _zbinar |
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| 040 |
_aDLC _beng _cDLC _dYDX _dYDXCP _dUBY _dIXA _dDEBBG _dCDX _dNLGGC _dUKMGB _dOCLCF _dUKM _erda |
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| 090 | _aQA274.7.L548 | ||
| 090 |
_aQA274.7 _b.L548 |
||
| 100 | 1 |
_aLiggett, Thomas M. _q(Thomas Milton), _d1944- |
|
| 245 | 1 | 0 |
_aContinuous time Markov processes : _ban introduction / _cThomas M. Liggett. |
| 264 | 1 |
_aProvidence, R.I. : _bAmerican Mathematical Society, _cc2010. |
|
| 264 | 4 | _a©2010. | |
| 300 |
_axii, 271 p. ; _c27 cm. |
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| 336 |
_atext _2rdacontent |
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| 337 |
_aunmediated _2rdamedia |
||
| 338 |
_avolume _2rdacarrier |
||
| 490 | 1 |
_aGraduate studies in mathematics ; _vv. 113 |
|
| 504 | _aIncludes bibliographical references and index. | ||
| 505 | 0 | _aOne-dimensional Brownian motion -- Continuous time Markov chains -- Feller processes -- Interacting particle systems -- Stochastic integration -- Multi-dimensional Brownian motion and the Dirichlet problem. | |
| 520 | _a'Markov processes are among the most important stochastic processes for both theory and applications. This book develops the general theory of these processes and applies this theory to various special examples. The initial chapter is devoted to the most important classical example--one-dimensional Brownian motion. This, together with a chapter on continuous time Markov chains, provides the motivation for the general setup based on semigroups and generators. Chapters on stochastic calculus and probabilistic potential theory give an introduction to some of the key areas of application of Brownian motion and its relatives. A chapter on interacting particle systems treats a more recently developed class of Markov processes that have as their origin problems in physics and biology.'--Publisher's description. | ||
| 650 | 0 | _aMarkov processes. | |
| 650 | 0 | _aStochastic integrals. | |
| 830 | 0 |
_aGraduate studies in mathematics ; _vv. 113. |
|
| 907 |
_a.b16092983 _b2019-11-12 _c2019-11-12 |
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| 942 |
_c01 _n0 _kQA274.7.L548 |
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| 914 | _avtls003580754 | ||
| 990 | _abety | ||
| 991 | _aFakulti Sains dan Teknologi | ||
| 998 |
_at _b2015-12-03 _cm _da _feng _griu _y0 _z.b16092983 |
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| 999 |
_c588372 _d588372 |
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