Описание: Excepting Sections 1 and 3 in Chapter 1 and Sections 1 and 3 in Chapter 2, the material is new in comparison with any other book, representing research topics where the authors contributed.
Описание: This book is an up-to-date, unified and rigorous treatment of theoretical, computational and applied research on Markov decision process models. The concentration of the book is on infinite-horizon discrete-time models, and it also discusses arbitrary state spaces, finite-horizon and continuous-time discrete-state models.
Автор: Taira, Kazuaki Название: Semigroups, boundary value problems and markov processes ISBN: 3662436957 ISBN-13(EAN): 9783662436950 Издательство: Springer Рейтинг: Цена: 16769.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Semigroups, Boundary Value Problems and Markov Processes
Автор: Kazuaki Taira Название: Semigroups, Boundary Value Problems and Markov Processes ISBN: 3662517590 ISBN-13(EAN): 9783662517598 Издательство: Springer Рейтинг: Цена: 15372.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The author studies a general class of elliptic boundary value problems for second-order, Waldenfels integro-differential operators in partial differential equations and proves that this class of elliptic boundary value problems provides a general class of Feller semigroups in functional analysis.
Автор: Kazuaki Taira Название: Semigroups, Boundary Value Problems and Markov Processes ISBN: 3642073719 ISBN-13(EAN): 9783642073717 Издательство: Springer Рейтинг: Цена: 12577.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The purpose of this book is to provide a careful and accessible account along modern lines of the subject wh ich the title deals, as weIl as to discuss prob- lems of current interest in the field. Unlike many other books on Markov processes, this book focuses on the relationship between Markov processes and elliptic boundary value problems, with emphasis on the study of analytic semigroups. More precisely, this book is devoted to the functional analytic approach to a class of degenerate boundary value problems for second-order elliptic integro-differential operators, called Waldenfels operators, whi: h in- cludes as particular cases the Dirichlet and Robin problems. We prove that this class of boundary value problems provides a new example of analytic semi- groups both in the LP topology and in the topology of uniform convergence. As an application, we construct a strong Markov process corresponding to such a physical phenomenon that a Markovian particle moves both by jumps and continuously in the state space until it "dies" at the time when it reaches the set where the particle is definitely absorbed. The approach here is distinguished by the extensive use of the techniques characteristic of recent developments in the theory of partial differential equa- tions. The main technique used is the calculus of pseudo-differential operators which may be considered as a modern theory of potentials.
Автор: Francesco Altomare, Mirella Cappelletti, Vita Leon Название: Markov Operators, Positive Semigroups and Approximation Processes ISBN: 3110372746 ISBN-13(EAN): 9783110372748 Издательство: Walter de Gruyter Цена: 26024.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This research monograph gives a detailed account of a theory which is mainly concerned with certain classes of degenerate differential operators, Markov semigroups and approximation processes. These mathematical objects are generated by arbitrary Markov operators acting on spaces of continuous functions defined on compact convex sets; the study of the interrelations between them constitutes one of the distinguishing features of the book. Among other things, this theory provides useful tools for studying large classes of initial-boundary value evolution problems, the main aim being to obtain a constructive approximation to the associated positive C0-semigroups by means of iterates of suitable positive approximating operators. As a consequence, a qualitative analysis of the solutions to the evolution problems can be efficiently developed. The book is mainly addressed to research mathematicians interested in modern approximation theory by positive linear operators and/or in the theory of positive C0-semigroups of operators and evolution equations. It could also serve as a textbook for a graduate level course.
Автор: Yoichi Oshima Название: Semi-Dirichlet Forms and Markov Processes ISBN: 3110302004 ISBN-13(EAN): 9783110302004 Издательство: Walter de Gruyter Рейтинг: Цена: 18586.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Thisbook deals with analytic treatments of Markov processes. Symmetric Dirichlet forms andtheir associated Markov processes are important and powerful toolsin the theory of Markovprocesses and their applications. The theoryis well studied and used in various fields. In this monograph, we intend togeneralize the theory to non-symmetric and time dependent semi-Dirichlet forms. By this generalization, we can cover the wide class of Markov processes and analytic theory which do not possess the dualMarkov processes. In particular, under the semi-Dirichlet form setting, the stochastic calculus is not well established yet.In this monograph, we intend to give an introduction to such calculus. Furthermore, basic examples different from the symmetric cases are given.Thetext is writtenfor graduate students, but alsoresearchers.
Автор: M. Fukushima Название: Functional Analysis in Markov Processes ISBN: 354011484X ISBN-13(EAN): 9783540114840 Издательство: Springer Рейтинг: Цена: 4884.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Benedict Baur presents modern functional analytic methods for construction and analysis of Feller processes in general and diffusion processes in particular.
Описание: This volume of the Selected Papers from Portugal is a product of the Seventeenth Congress of the Portuguese Statistical Society, held at the beautiful resort seaside city of Sesimbra, Portugal, from September 30 to October 3, 2009.
Описание: This volume of the Selected Papers from Portugal is a product of the Seventeenth Congress of the Portuguese Statistical Society, held at the beautiful resort seaside city of Sesimbra, Portugal, from September 30 to October 3, 2009.
Описание: This book gathers all the main results on the spectral representation of the most important one-dimensional Markov processes, with examples and applications. Covering sixty years of research, it is an essential resource for graduate students and researchers interested in the connection between orthogonal polynomials and stochastic processes.
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