Vassili N. Kolokoltsov

Nonlinear Markov Processes and Kinetic Equations

• Gebundenes Buch

Produktbeschreibung

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

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Produktdetails

• Verlag: Cambridge University Press
• Seitenzahl: 394
• Erscheinungstermin: 15. Juli 2010
• Englisch
• Abmessung: 235mm x 157mm x 26mm
• Gewicht: 720g
• ISBN-13: 9780521111843
• ISBN-10: 0521111846
• Artikelnr.: 29588597

Autorenporträt

Vassili N. Kolokoltsov is a Reader in Probability in the Department of Statistics at the University of Warwick.

Inhaltsangabe

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.