{"product_id":"markov-processes-semigroups-and-generators-9783110250107","title":"Markov Processes, Semigroups and Generators","description":"\u003cb\u003eBook Synopsis\u003c\/b\u003e\u003cbr\u003eMarkov 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\u003cbr\u003e\u003cbr\u003e\u003cb\u003eTable of Contents\u003c\/b\u003e\u003cbr\u003ePart I Brownian Motion, Markov Processes, Martingales.    1 Preliminaries in Probability and Analysis.   2 Browninan Motion I: Constructions.   3 Martingales and Markov Processes.   4 Browninan Motion II: Elements of Analysis.    Part II Basic Constructions of Markov Semigroups.   1 Analytic Constructions.   2 Probabilistic Constructions.   3 Heat Kernel Estimates.   4 Process in Cones and Bounded Domains.    Part III Extensions, Developments, Applications.   1 CTRW and Fractional Dynamics.   2 Complex Markov Chains and Feynman integral.   3 Controlled Processes.   4 Semiclassical Asymptotic.   5 Miscellany.   6 Bibliographical Comments.","brand":"De Gruyter","offers":[{"title":"Default Title","offer_id":53516433260887,"sku":"9783110250107","price":144.4,"currency_code":"GBP","in_stock":true}],"url":"https:\/\/bookcurl.com\/products\/markov-processes-semigroups-and-generators-9783110250107","provider":"Book Curl","version":"1.0","type":"link"}