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Markov Processes from K. Itô's Perspective (AM-155)
Language: en
Pages: 289
Authors: Daniel W. Stroock
Categories: Mathematics
Type: BOOK - Published: 2003-05-06 - Publisher: Princeton University Press

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Kiyosi Itô's greatest contribution to probability theory may be his introduction of stochastic differential equations to explain the Kolmogorov-Feller theory o
Markov Processes from K. Itô's Perspective
Language: en
Pages: 292
Authors: Daniel W. Stroock
Categories: Mathematics
Type: BOOK - Published: 2003-05-26 - Publisher: Princeton University Press

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Kiyosi Itô's greatest contribution to probability theory may be his introduction of stochastic differential equations to explain the Kolmogorov-Feller theory o
Nonlinear Markov Processes and Kinetic Equations
Language: en
Pages: 394
Authors: Vassili N. Kolokoltsov
Categories: Mathematics
Type: BOOK - Published: 2010-07-15 - Publisher: Cambridge University Press

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A nonlinear Markov evolution is a dynamical system generated by a measure-valued ordinary differential equation with the specific feature of preserving positivi
Examples in Markov Decision Processes
Language: en
Pages: 308
Authors: A. B. Piunovskiy
Categories: Mathematics
Type: BOOK - Published: 2012 - Publisher: World Scientific

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This invaluable book provides approximately eighty examples illustrating the theory of controlled discrete-time Markov processes. Except for applications of the
Introduction to Stochastic Models
Language: en
Pages: 370
Authors: Roe Goodman
Categories: Mathematics
Type: BOOK - Published: 2006-01-01 - Publisher: Courier Corporation

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Newly revised by the author, this undergraduate-level text introduces the mathematical theory of probability and stochastic processes. Using both computer simul