Continuous time Markov processes : an introduction /

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Bibliographic Details
Author / Creator:Liggett, Thomas M. (Thomas Milton), 1944-
Imprint:Providence, R.I. : American Mathematical Society, c2010.
Description:xii, 271 p. ; 27 cm.
Series:Graduate studies in mathematics ; v. 113
Graduate studies in mathematics ; v. 113.
Subject:Markov processes.
Stochastic integrals.
Markov processes.
Stochastic integrals.
Format: Print Book
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ISBN:9780821849491 (alk. paper)
0821849492 (alk. paper)
Notes:Includes bibliographical references and index.
Table of Contents:
  • One-dimensional Brownian motion
  • Continuous time Markov chains
  • Feller processes Interacting particle systems
  • Stochastic integration Multidimensional
  • Brownian motion and the Dirichlet problem
  • Appendix
  • Bibliography
  • Index