000 02616nam a22003858i 4500
001 CR9780511760303
003 UkCbUP
005 20200124160237.0
006 m|||||o||d||||||||
007 cr||||||||||||
008 100506s2010||||enk o ||1 0|eng|d
020 _a9780511760303 (ebook)
020 _z9780521111843 (hardback)
040 _aUkCbUP
_beng
_erda
_cUkCbUP
050 4 _aQA274.7
_b.K656 2010
082 0 4 _a519.233
_222
100 1 _aKolokolʹt︠s︡ov, V. N.
_q(Vasiliĭ Nikitich),
_eauthor.
245 1 0 _aNonlinear Markov processes and kinetic equations /
_cVassili N. Kolokoltsov.
246 3 _aNonlinear Markov Processes & Kinetic Equations
264 1 _aCambridge :
_bCambridge University Press,
_c2010.
300 _a1 online resource (xvii, 375 pages) :
_bdigital, PDF file(s).
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
490 1 _aCambridge tracts in mathematics ;
_v182
500 _aTitle from publisher's bibliographic system (viewed on 05 Oct 2015).
505 0 _aIntroduction -- Tools from Markov process theory -- Nonlinear Markov processes and semigroups -- Applications to interating particles.
520 _aA 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.
650 0 _aMarkov processes.
650 0 _aNonlinear theories.
650 0 _aKinetic theory of matter.
776 0 8 _iPrint version:
_z9780521111843
830 0 _aCambridge tracts in mathematics ;
_v182.
856 4 0 _uhttps://doi.org/10.1017/CBO9780511760303
999 _c518191
_d518189