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[null,"1.","Record Nr.",null,"UNINA9910789999003321"]
[null,null,"Autore",null,"Kolokolʹt͡sov V. N (Vasiliĭ Nikitich)"]
[null,null,"Titolo",null,"Markov processes, semigroups, and generators [[electronic resource] /] / Vassili N. Kolokoltsov"]
[null,null,"Pubbl/distr/stampa",null,"Berlin ; ; New York, : De Gruyter, c2011"]
[null,null,"ISBN",null,"1-283-16633-X"]
[{"$nulls":4},"9786613166333"]
[{"$nulls":4},"3-11-025011-X"]
[null,null,"Descrizione fisica",null,"1 online resource (448 p.)"]
[null,null,"Collana",null,"De Gruyter studies in mathematics, , 0179-0986 ; ; 38"]
[null,null,"Classificazione",null,"SK 820"]
[null,null,"Disciplina",null,"519.2/33"]
[null,null,"Soggetti",null,"Markov processes"]
[{"$nulls":4},"Semigroups"]
[{"$nulls":4},"Group theory - Generators"]
[null,null,"Lingua di pubblicazione",null,"Inglese"]
[null,null,"Formato",null,"Materiale a stampa"]
[{"$nulls":3},"Livello bibliografico","Monografia"]
[{"$nulls":3},"Note generali","Description based upon print version of record."]
[{"$nulls":3},"Nota di bibliografia","Includes bibliographical references and index."]
[null,null,"Nota di contenuto",null,"pt. 1. Introduction to stochastic analysis -- pt. 2. Markov processes and beyond."]
[{"$nulls":3},"Sommario/riassunto","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 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-"]
[{"$nulls":4},"like processes Continuous-time random walks and fractional dynamics Complex chains and Feynman integral"]