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Theory of Markov processes.

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Theory of Markov Processes - Dynkin, E B, and Brown, D E (Translated by), and Kovary, T (Editor)
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An investigation of the logical foundations of the theory behind Markov random processes, this text explores subprocesses, transition functions, and conditions for boundedness and continuity. Rather than focusing on probability measures individually, the work explores connections between functions. An elementary grasp of the theory of Markov processes is assumed. Starting with a brief survey of relevant concepts and theorems from measure theory, the text investigates operations that permit an inspection of the class of ...

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Theory of Markov Processes 2006, Dover Publications, Mineola, NY

ISBN-13: 9780486453057

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