Markov Processes, Semigroups and Generators

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Markov Processes, Semigroups and Generators - Kolokoltsov, Vassili N.
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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 ...

Markov Processes, Semigroups and Generators 2011, De Gruyter, Berlin

ISBN-13: 9783110250107

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