Analytic Methods For Markov Semigroups
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For the first time in book form, Analytical Methods for Markov Semigroups provides a comprehensive analysis on Markov semigroups both in spaces of bounded and c
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Matrix-analytic methods are fundamental to the analysis of a family of Markov processes rich in structure and of wide applicability. They are extensively used i
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A careful and accessible exposition of functional analytic methods in stochastic analysis is provided in this book. It focuses on the interrelationship between
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This 3rd edition provides an insight into the mathematical crossroads formed by functional analysis (the macroscopic approach), partial differential equations (