Markov processes : characterization and convergence

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Markov processes : characterization and convergence / Stewart N. Ethier and Thomas G. Kurtz

資料種別:

図書

出版情報:

New York : Wiley, c1986

形態:

x, 534 p. ; 24 cm

シリーズ名:

Wiley series in probability and mathematical statistics ; . Probability and mathematical statistics <BA00019013>

著者名:

ISBN:

9780471081869 [0471081868]

書誌ID:

BA0008929X

子書誌情報

フルテキスト

所蔵情報

他の版・巻

書誌詳細

注記:

Bibliography: p. 508-519
Includes index

主題:

マルコフ過程

言語:

英語

目次情報:

Operator Semigroups

Stochastic Processes and Martingales

Convergence of Probability Measures

Generators and Markov Processes

Stochastic Integral Equations

Random Time Changes

Invariance Principles and Diffusion Approximations

Examples of Generators

Branching Processes

Genetics Models

Density Dependent Population Processes

Random Evolutions

Appendixes

References

Index

Operator Semigroups

Stochastic Processes and Martingales

Convergence of Probability Measures

Generators and Markov Processes

Stochastic Integral Equations

Random Time Changes

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