Nonlinear Markov Processes and Kinetic Equations pdf epub mobi txt 電子書下載 2024

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Vassili N. Kolokoltsov

Cambridge University Press

2010-08-28

394

$ 96.05

Hardcover

9780521111843

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发表于2024-11-28

Nonlinear Markov Processes and Kinetic Equations epub 下載 mobi 下載 pdf 下載 txt 電子書下載 2024

Nonlinear Markov Processes and Kinetic Equations pdf epub mobi txt 電子書下載 2024

圖書描述

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.

Nonlinear Markov Processes and Kinetic Equations 下載 mobi epub pdf txt 電子書