Markov Processes (English, R. K. Getoor)
by R. K. Getoor
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Book Details
Publisher
Springer
Language
English
ISBN-13
9783540071402
ISBN-10
3540071407
Author
R. K. Getoor
About the Book
Preliminaries.- Resolvents.- Ray resolvents and semigroups.- Increasing sequences of supermartingales.- Processes.- Processes continued.- Characterization of previsible stopping times.- Some topology and measure theory.- Right processes.- The ray knight compactification.- Comparison of processes.- Right processes continued: Shih's theorem.- Comparison of (Xt?) and (X t? * ).- U-spaces.- The ray space.
ISBN: 9783540071402
ISBN-13: 9783540071402
ISBN-10: 3540071407
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Product ID: isbn-9783540071402
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