An Introduction to Markov Processes |
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| Author:
| Stroock, Daniel W. |
| Series title: | Graduate Texts in Mathematics Ser. |
| ISBN: | 978-3-642-40522-8 |
| Publication Date: | Nov 2013 |
| Publisher: | Springer Berlin / Heidelberg
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| Imprint: | Springer |
| Book Format: | Hardback |
| List Price: | USD $89.99 |
Book Description:
|
This book provides a rigorous but elementary introduction to the theory of Markov Processes on a countable state space. Topics covered include: Doeblin's theory, general ergodic properties, and continuous time processes.
This book provides a rigorous but elementary introduction to the theory of Markov Processes on a countable state space. Topics covered include: Doeblin's theory, general ergodic properties, and continuous time processes.