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Markov Processes: Characterization and Convergence

by Markov Processes: Characterization and Convergence

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Description

A graduate text/reference on Markov Processes and their relationship to operator semigroups. Presents several different approaches to proving weak approximation theorems for Markov processes, emphasizing the interplay of methods of characterization and approximation. Martingale problems for general Markov processes are systematically developed for the first time in book form.

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Product Details

  • Sep 14, 2005 Pub Date:
  • 9780471769866 ISBN-13:
  • 047176986X ISBN-10:
  • English Language