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Titlebook: Continuous Parameter Markov Processes and Stochastic Differential Equations; Rabi Bhattacharya,Edward C. Waymire Textbook 2023 Springer Na

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書目名稱Continuous Parameter Markov Processes and Stochastic Differential Equations
編輯Rabi Bhattacharya,Edward C. Waymire
視頻videohttp://file.papertrans.cn/238/237015/237015.mp4
概述Builds from simple examples to formal proofs, illuminating key ideas and computations.Markov processes has an elegant and profound mathematical theory and a great diversity of applications.Set of cour
叢書名稱Graduate Texts in Mathematics
圖書封面Titlebook: Continuous Parameter Markov Processes and Stochastic Differential Equations;  Rabi Bhattacharya,Edward C. Waymire Textbook 2023 Springer Na
描述.This graduate text presents the elegant and profound theory of continuous parameter Markov processes and many of its applications.? The authors focus on developing context and intuition before formalizing the theory of each topic, illustrated with examples..After a review of some background material, the reader is introduced to semigroup theory, including the Hille–Yosida Theorem,? used to construct continuous parameter Markov processes.? Illustrated with examples, it is a cornerstone of Feller’s seminal theory of the most general one-dimensional diffusions studied in a later chapter. This is followed by two chapters with probabilistic constructions of jump Markov processes,? and? ?processes with independent increments, or Lévy processes. The greater part of the book is devoted to? It?’s fascinating theory of stochastic differential equations,? and to the study of? asymptotic properties of diffusions? in all dimensions, such as? ?explosion, transience, recurrence,? existence of steady states,? and the speed of convergence to equilibrium.? A broadly applicable functional central limit theorem for ergodic Markov processes is presented with important examples. Intimate connections be
出版日期Textbook 2023
關(guān)鍵詞Hille-Yoshida theorem; Lévy processes; Markov processes with jumps; Markov property; central limit theor
版次1
doihttps://doi.org/10.1007/978-3-031-33296-8
isbn_softcover978-3-031-34153-3
isbn_ebook978-3-031-33296-8Series ISSN 0072-5285 Series E-ISSN 2197-5612
issn_series 0072-5285
copyrightSpringer Nature Switzerland AG 2023
The information of publication is updating

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Otto Kerner,Joseph Maurer,Rudolf Volleric perspective of semigroup theory. However, the introduction of stochastic calculus in terms of stochastic differential equations provides an alternative probabilistic approach in which to analyze pdes.
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https://doi.org/10.1007/978-3-322-86395-9originally designed to provide criteria for the stability in distribution of multidimensional diffusions with linear drift and singular diffusion coefficients, the method presented may be used for nonsingular diffusions as well and also for some nonlinear drift.
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Handlungsorientierte VerstehensmodelleAmong the dominant notions from the theory of stochastic processes used to develop the theory of stochastic differential equations are those of martingales, stopping times, and the Markov property.
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