Nonlinear Markov Processes and Kinetic Equations

ISBN-13: 9780521111843 / Angielski / Twarda / 2010 / 375 str.

Vassili Kolokoltsov;?Abar

Opis

A careful exposition of the most fundamental questions in the theory of nonlinear Markov processes.

Recenzje

'… this is an important book. Written with great care by a leading expert, it is accessible to researchers and graduate students in stochastic and functional analysis, with applications in mathematical physics and systems biology.' Mathematical Reviews

Spis treści

Preface; Basic notations; 1. Introduction; Part I. Tools From Markov Processes: 2. Probability and analysis; 3. Probabilistic constructions; 4. Analytic constructions; 5. Unbounded coefficients; Part II. Nonlinear Markov Processes and Semigroups: 6. Integral generators; 7. Generators of Lévy–Khintchine type; 8. Smoothness with respect to initial data; Part III. Applications to Interacting Particles: 9. The dynamic law of large numbers; 10. The dynamic central limit theorem; 11. Developments and comments; 12. Appendices; References; Index.