Markov Processes

An Introduction to Markov Processes [Repost]  eBooks & eLearning

Posted by tanas.olesya at Nov. 9, 2016
An Introduction to Markov Processes [Repost]

An Introduction to Markov Processes (Graduate Texts in Mathematics) by Daniel W. Stroock
English | 23 Nov. 2004 | ISBN: 3540234993 | 196 Pages | PDF | MB

Provides a more accessible introduction than other books on Markov processes by emphasizing the structure of the subject and avoiding sophisticated measure theory

Markov Processes: Volume 1  eBooks & eLearning

Posted by step778 at Aug. 22, 2016
Markov Processes: Volume 1

Evgenij Borisovic Dynkin, V. Greenberg, J. Fabius, "Markov Processes: Volume 1"
1965 | pages: 385 | ISBN: 3662000334 | DJVU | 3 mb

Markov Processes, Brownian Motion, and Time Symmetry (Repost)  eBooks & eLearning

Posted by step778 at March 16, 2016
Markov Processes, Brownian Motion, and Time Symmetry (Repost)

Kai Lai Chung, John B. Walsh, "Markov Processes, Brownian Motion, and Time Symmetry"
2005 | pages: 443 | ISBN: 0387220267 | PDF | 16 mb

Excursions of Markov Processes (Repost)  

Posted by DZ123 at Feb. 17, 2016
Excursions of Markov Processes (Repost)

Robert M. Blumenthal, "Excursions of Markov Processes"
English | 2012 | ISBN: 1468494147, 3764335750 | DJVU | pages: 290 | 1,8 mb

Semigroups, Boundary Value Problems and Markov Processes  eBooks & eLearning

Posted by ChrisRedfield at Feb. 8, 2016
Semigroups, Boundary Value Problems and Markov Processes

Kazuaki Taira - Semigroups, Boundary Value Problems and Markov Processes
Published: 2003-10-07 | ISBN: 3540406514, 3642073719 | PDF | 340 pages | 9.28 MB

Poisson Point Processes and Their Application to Markov Processes  

Posted by Underaglassmoon at Dec. 26, 2015
Poisson Point Processes and Their Application to Markov Processes

Poisson Point Processes and Their Application to Markov Processes
Springer | Probability Theory and Stochastic Processes | January 25, 2016 | ISBN-10: 9811002711 | 43 pages | pdf | 963 kb

Authors: Itô, Kiyosi
Gives a beautiful elementary treatment of general Poisson point processes in Chapter 1, especially recommended for beginners
Shows how the notion of Poisson point processes with values in a function space of paths called excursions plays a key role in an extension problem of Markov processes in Chapter 2
Demonstrates how the general theory in Chapter 2 can answer completely the extension problem for the minimal diffusion on [0, ∞) with an exit boundary 0[/i]
Markov Processes: Characterization and Convergence

Markov Processes: Characterization and Convergence
by Stewart N. Ethier, Thomas G. Kurtz
English | 1986 | ISBN: 0471081868 | 544 pages | PDF | 3.12 MB

Semi-dirichlet Forms and Markov Processes (Repost)  

Posted by roxul at Nov. 2, 2015
Semi-dirichlet Forms and Markov Processes (Repost)

Yoichi Oshima, "Semi-dirichlet Forms and Markov Processes"
English | ISBN: 3110302071, 3110302004 | 2013 | 294 pages | PDF | 1 MB
Diffusions, Markov Processes and Martingales: Volume 2, Itô Calculus (Cambridge Mathematical Library)

Diffusions, Markov Processes and Martingales: Volume 2, Itô Calculus (Cambridge Mathematical Library) by L. C. G. Rogers
English | Sep. 18, 2000 | ISBN: 0521775930 | 496 Pages | PDF | 14.36 MB

The second volume concentrates on stochastic integrals, stochastic differential equations, excursion theory and the general theory of processes.
Markov Processes, Brownian Motion, and Time Symmetry by John B. Walsh

Markov Processes, Brownian Motion, and Time Symmetry by John B. Walsh
English | 23 Aug. 2005 | ISBN: 0387220267 | 448 Pages | PDF | 6 MB

The reader who becomes acquainted with the volume cannot but agree with the reviewer that the author was very successful in accomplishing this goal…The volume is very useful for people who wish to learn Markov processes but it seems to the reviewer that it is also of great interest to specialists in this area who could derive much stimulus from it.