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About this product
- DescriptionA nlinear 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 nlinear 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 nlinear 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.
- Author BiographyVassili N. Kolokoltsov is a Reader in Probability in the Department of Statistics at the University of Warwick.
- Author(s)Vassili N. Kolokoltsov
- PublisherCambridge University Press
- Date of Publication15/07/2010
- Series TitleCambridge Tracts in Mathematics
- Series Part/Volume Numberv. 182
- Place of PublicationCambridge
- Country of PublicationUnited Kingdom
- ImprintCambridge University Press
- Content Note45 exercises
- Weight700 g
- Width152 mm
- Height228 mm
- Spine21 mm
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