Nonlinear Markov Processes and Kinetic Equations

Informationen zum Autor Vassili N. Kolokoltsov is a Reader in Probability in the Department of Statistics at the University of Warwick. Klappentext A careful exposition of the most fundamental questions in the theory of nonlinear Markov processes. Zusammenfassung The first book devoted to the theory of nonlinear Markov processes provides a careful exposition of both probabilistic and analytic techniques. The author uses probability to obtain deeper insight into nonlinear dynamics! and analysis to tackle difficult problems in the description of random and chaotic behavior. Inhaltsverzeichnis 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.

Product details

• Authors: V. N. Kolokoletisov, Vassili N. Kolokoltsov, Vassili N. (University of Warwick) Kolokoltsov
• Publisher: Cambridge University Press ELT
• Languages: English
• Product format: Hardback
• Released: 15.07.2010
• EAN: 9780521111843
• ISBN: 978-0-521-11184-3
• No. of pages: 394
• Series: Cambridge Tracts in Mathematic; Cambridge Tracts in Mathematics; Cambridge Tracts in Mathematic
• Subject: Natural sciences, medicine, IT, technology > Mathematics > Probability theory, stochastic theory, mathematical statistics