楼主: xinxingwu
757 2

Continuous Time Markov Processes (专著 TM Liggett)非常经典的书籍 [推广有奖]

  • 1关注
  • 0粉丝

大专生

31%

还不是VIP/贵宾

-

威望
0
论坛币
163 个
学术水平
0 点
热心指数
0 点
信用等级
0 点
经验
698 点
帖子
25
精华
0
在线时间
40 小时
注册时间
2007-4-8
最后登录
2019-1-31

xinxingwu 发表于 2017-2-15 15:00:53 |显示全部楼层
点上面附件图标,上传附件后可设置现金定价 Continuous Time Markov Processes.pdf (4.14 MB, 售价: RMB 5 元)
Markov processes are among the most important stochastic processes for both theory and applications. This book develops the general theory of these processes and applies this theory to various special examples. The initial chapter is devoted to the most important classical example--one-dimensional Brownian motion. This, together with a chapter on continuous time Markov chains, provides the motivation for the general setup based on semigroups and generators. Chapters on stochastic calculus and probabilistic potential theory give an introduction to some of the key areas of application of Brownian motion and its relatives. A chapter on interacting particle systems treats a more recently developed class of Markov processes that have as their origin problems in physics and biology.This is a textbook for a graduate course that can follow one that covers basic probabilistic limit theorems and discrete time processes.Request an examination or desk copy.ReadershipGraduate students and research mathematicians interested in probability.



stata SPSS
yangwag 发表于 2017-12-9 19:15:32 |显示全部楼层
probability
回复

使用道具 举报

1292j 发表于 2019-2-11 10:05:14 |显示全部楼层
参考书,棒棒哒!
回复

使用道具 举报

您需要登录后才可以回帖 登录 | 我要注册

GMT+8, 2019-2-22 21:06