Nonlinear Markov Processes and Kinetic Equations

By:

Vassili N Kolokoltsov

Format:

Hardback

Series:

Cambridge Tracts in Mathematics

Show Hide Adult Content

$247.00

Available from supplier

Usually ships in 3-4 weeks

0 in Trolley

Price Match

Wrap this item as a gift ($5.90) - add a free gift card on the next page

Free Delivery with Primate

Join Now

Free 14 day free trial, cancel anytime.

Buy Now, Pay Later with:

4 payments of $61.75 with Afterpay Learn more

6 weekly interest-free payments of $41.17 with Laybuy Learn more

Availability

Delivering to:

Estimated arrival:

Around 11-21 June using International Courier

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.

Author Biography:

Vassili N. Kolokoltsov is a Reader in Probability in the Department of Statistics at the University of Warwick.

Release date NZ

July 15th, 2010

Author

Vassili N Kolokoltsov

Audience

Professional & Vocational

Illustrations

Worked examples or Exercises

Pages

394

Series

Cambridge Tracts in Mathematics

Dimensions

160x236x21

ISBN-13

9780521111843

Product ID

11134616

Customer reviews

Nobody has reviewed this product yet. You could be the first!

Write a Review

Marketplace listings

There are no Marketplace listings available for this product currently.
Already own it? Create a free listing and pay just 9% commission when it sells!

Sell Yours Here