Markov processes : characterization and convergence
Stewart N. Ethier and Thomas G. Kurtz.
New York : Wiley, ©1986.
x, 534 págs. ; 23 cm.
Serie: Wiley series in probability and mathematical statistics
ISBN: 0471081868
Bibliografía: p. 508-519.
Reseña: MathSciNet, 88a:60130
Contenido
- 1. Operator semigroups
- 2. Stochastic processes and martingales
- 3. Convergence of probability measures
- 4. Generators and Markov processes
- 5. Stochastic integral equations
- 6. Random time changes
- 7. Invariance principles and diffusion approximations
- 8. Examples of generators
- 9. Branching processes
- 10. Genetic models
- 11. Density dependent population processes
- 12. Random evolutions.