{"product_id":"markov-processes-semigroups-and-generators","title":"Markov Processes, Semigroups and Generators","description":"\u003cp\u003eMarkov processes represent a universal model for a large variety of real life random evolutions. The wide flow of new ideas, tools, methods and applications constantly pours into the ever-growing stream of research on Markov processes that rapidly spreads over new fields of natural and social sciences, creating new streamlined logical paths to its turbulent boundary. Even if a given process is not Markov, it can be often inserted into a larger Markov one (Markovianization procedure) by including the key historic parameters into the state space.\u003c\/p\u003e \u003cp\u003eThis monograph gives a concise, but systematic and self-contained, exposition of the essentials of Markov processes, together with recent achievements, working from the \"physical picture\" - a formal pre-generator, and stressing the interplay between probabilistic (stochastic differential equations) and analytic (semigroups) tools.\u003c\/p\u003e \u003cp\u003eThe book will be useful to students and researchers. Part I can be used for a one-semester course on Brownian motion, Lévy and Markov processes, or on probabilistic methods for PDE. Part II mainly contains the author's research on Markov processes.\u003c\/p\u003e \u003cp\u003eFrom the contents:\u003c\/p\u003e \u003cul\u003e\n\u003cli\u003eTools from Probability and Analysis\u003c\/li\u003e\n\u003cli\u003eBrownian motion\u003c\/li\u003e\n\u003cli\u003eMarkov processes and martingales\u003c\/li\u003e\n\u003cli\u003eSDE, ψDE and martingale problems\u003c\/li\u003e\n\u003cli\u003eProcesses in Euclidean spaces\u003c\/li\u003e\n\u003cli\u003eProcesses in domains with a boundary\u003c\/li\u003e\n\u003cli\u003eHeat kernels for stable-like processes\u003c\/li\u003e\n\u003cli\u003eContinuous-time random walks and fractional dynamics\u003c\/li\u003e\n\u003cli\u003eComplex chains and Feynman integral\u003c\/li\u003e\n\u003c\/ul\u003e","brand":"De Gruyter","offers":[{"title":"Default Title","offer_id":57335200317784,"sku":"9783110250107","price":218.86,"currency_code":"EUR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0278\/1295\/4195\/files\/9783110250107.jpg?v=1780040748","url":"https:\/\/agendabookshop.com\/products\/markov-processes-semigroups-and-generators","provider":"Agenda Bookshop","version":"1.0","type":"link"}