Free shipping on orders over $99
Nonlinear Markov Processes and Kinetic Equations

Nonlinear Markov Processes and Kinetic Equations

by Vassili N. Kolokoltsov
Hardback
Publication Date: 15/07/2010

Share This Book:

 
$132.95
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.
ISBN:
9780521111843
9780521111843
Category:
Functional analysis & transforms
Format:
Hardback
Publication Date:
15-07-2010
Language:
English
Publisher:
Cambridge University Press
Country of origin:
United Kingdom
Pages:
394
Dimensions (mm):
236x160x21mm
Weight:
0.7kg

Click 'Notify Me' to get an email alert when this item becomes available

Reviews

Be the first to review Nonlinear Markov Processes and Kinetic Equations.