Enter your mobile number below and we'll send you a link to download the free Kindle App. Then you can start reading Kindle books on your smartphone, tablet, or computer - no Kindle device required.
Getting the download link through email is temporarily not available. Please check back later.
To get the free app, enter your mobile phone number.
Markov Processes: Characterization and Convergence 2nd Edition
Use the Amazon App to scan ISBNs and compare prices.
The Amazon Book Review
Author interviews, book reviews, editors picks, and more. Read it now
Frequently Bought Together
Customers Who Bought This Item Also Bought
Top Customer Reviews
The book is reasonably self-contained, although the reader is well-advised to prepare herself with an understanding of analysis and measure theory. I recommend Rudin's Real and Complex Analysis. The authors provide an appendix which catalogues the measure-theory results they require.
The introduction to the book might be a little off-putting, particularly to readers who aren't familiar with the topic. The first-time reader should skip the introduction and head straight to Chapter 1. Once you've completed the book, the Introduction makes a wonderful synopsis.
Chapter 1 focuses on operator semigroups and builds the foundations required for the remainder of the text. The Hille-Yosida Theorem characterizing those linear operators which can be generators of 'good' semigroups is studied in depth. Generalizations of Hille-Yosida are discussed, and special attention is given to operators on function spaces.
Chapter 2 develops the material needed for the analysis of stochastic processes. After covering the basic definitions, the chapter provides a self-contained treatment of the Optional Sampling Theorem. Quadratic variation of local martingales is built-up from the variation of the sample paths. Right-continuous modifications are developed as a prelude to the Doob-Meyer Theorem.Read more ›
However, the book itself is a classic. Wish I could find a good condition used hard-bound copy.