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Continuous Time Markov Processes: An Introduction
About this Title
Thomas M. Liggett, University of California, Los Angeles, Los Angeles, CA
Publication: Graduate Studies in Mathematics
Publication Year:
2010; Volume 113
ISBNs: 978-0-8218-4949-1 (print); 978-1-4704-1175-6 (online)
DOI: https://doi.org/10.1090/gsm/113
MathSciNet review: MR2574430
MSC: Primary 60J25; Secondary 35J05, 60J27, 60J35, 60J65, 60K35
This volume is not part of this online collection.
Table of Contents
Chapters
- Chapter 1. One-dimensional Brownian motion
- Chapter 2. Continuous time Markov chains
- Chapter 3. Feller processes
- Chapter 4. Interacting particle systems
- Chapter 5. Stochastic integration
- Chapter 6. Multi-dimensional Brownian motion and the Dirichlet problem
- Appendix