Nonlinear Markov Processes and Kinetic Equations (Cambridge Tracts in Mathematics, Series Number 182) 1st Edition by Vassili N. Kolokoltsov (PDF)

Description

A nonlinear Markov evolution is a dynamical system generated by a measure-valued ordinary differential equation with the specific feature of preserving positivity. This feature distinguishes it from general vector-valued differential equations and yields a natural link with probability, both in interpreting results and in the tools of analysis. This brilliant book, the first devoted to the area, develops this interplay between probability and analysis. After systematically presenting both analytic and probabilistic techniques, the author uses probability to obtain deeper insight into nonlinear dynamics, and analysis to tackle difficult problems in the description of random and chaotic behavior. The book addresses the most fundamental questions in the theory of nonlinear Markov processes: existence, uniqueness, constructions, approximation schemes, regularity, law of large numbers and probabilistic interpretations. Its careful exposition makes the book accessible to researchers and graduate students in stochastic and functional analysis with applications to mathematical physics and systems biology.

User’s Reviews

Editorial Reviews: Review “In the reviewer’s opinion, this is an important book. Written with great care by a leading expert, it is accessible to researchers and graduate students in stochastic and functional analysis, with applications in mathematical physics and systems biology.” M. Iosifescu, Mathematical Reviews”This book is pioneering in developing a new and important type of dynamics for modelling complex stochastic systems. It deserves to be widely read.” David Applebaum, Bulletin of the London Mathematical Society Book Description A careful exposition of the most fundamental questions in the theory of nonlinear Markov processes. About the Author Vassili N. Kolokoltsov is a Reader in Probability in the Department of Statistics at the University of Warwick. Read more

Reviews from Amazon users which were colected at the time this book was published on the website:

⭐非線形マルコフ過程研究の先導者によって書かれた本である。確率論のみならず数理物理や生物数学を専攻する大学院生やその方面の研究者にとっても読む価値があると思う。

⭐

Keywords

Free Download Nonlinear Markov Processes and Kinetic Equations (Cambridge Tracts in Mathematics, Series Number 182) 1st Edition in PDF format
Nonlinear Markov Processes and Kinetic Equations (Cambridge Tracts in Mathematics, Series Number 182) 1st Edition PDF Free Download
Download Nonlinear Markov Processes and Kinetic Equations (Cambridge Tracts in Mathematics, Series Number 182) 1st Edition 2010 PDF Free
Nonlinear Markov Processes and Kinetic Equations (Cambridge Tracts in Mathematics, Series Number 182) 1st Edition 2010 PDF Free Download
Download Nonlinear Markov Processes and Kinetic Equations (Cambridge Tracts in Mathematics, Series Number 182) 1st Edition PDF
Free Download Ebook Nonlinear Markov Processes and Kinetic Equations (Cambridge Tracts in Mathematics, Series Number 182) 1st Edition