Markov Processes, Semigroups and Generators
This work offers a highly useful, well developed reference on Markov processes, the universal model for random processes and evolutions. The wide range of applications, in exact sciences as well as in other areas like social studies, require a volume that offers a refresher on fundamentals before conveying the Markov processes and examples for applications. This work does just that, and with the necessary mathematical rigor.
448 pages; ISBN 9783110250114
, or download in
Title: Markov Processes, Semigroups and Generators
Author: Vassili N. Kolokoltsov
The Foundations of Mathematics 2015 US$ 23.99 416 pages
A Gentle Introduction to Optimization 2014 US$ 32.00 284 pages