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portada nonlinear markov processes and kinetic equations
nonlinear markov processes and kinetic equationsnonlinear markov processes and kinetic equations
Type
Physical Book
Author
Publisher
Year
2010
Language
English
Pages
375
Format
Hardcover
Dimensions
22.9 x 15.2 x 2.8 cm
Weight
0.68 kg.
ISBN
0521111846
ISBN13
9780521111843
Categories

nonlinear markov processes and kinetic equations

Vassili N. Kolokoltsov (Author) · Cambridge University Press · Hardcover

nonlinear markov processes and kinetic equations - Kolokoltsov, Vassili N.

New Book Imported to New Zealand
Delivery: 31 Jul - 07 Aug Shipping: 5 to 6 business days.
NZ$ 257.19
Import costs and 15% GST included in the price ✅
NZ$ 257.19

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Synopsis "nonlinear markov processes and kinetic equations"

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.

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