Fluctuations in Markov Processes Time Symmetry and Martingale Approximation /
Diffusive phenomena in statistical mechanics and in other fields arise from markovian modeling and their study requires sophisticated mathematical tools. In infinite dimensional situations, time symmetry properties can be exploited in order to make martingale approximations, along the lines of the s...
Main Authors: | Komorowski, Tomasz (Author), Landim, Claudio (Author), Olla, Stefano (Author) |
---|---|
Corporate Author: | SpringerLink (Online service) |
Format: | Electronic eBook |
Language: | English |
Published: |
Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer,
2012.
|
Series: | Grundlehren der mathematischen Wissenschaften, A Series of Comprehensive Studies in Mathematics,
345 |
Subjects: | |
Online Access: | Full Text via HEAL-Link |
Similar Items
-
Markov Processes, Brownian Motion, and Time Symmetry
by: Chung, Kai Lai, et al.
Published: (2005) -
An Introduction to Markov Processes
by: Stroock, Daniel W.
Published: (2005) -
Fluctuations of Lévy Processes with Applications Introductory Lectures /
by: Kyprianou, Andreas E.
Published: (2014) -
Cycle Representations of Markov Processes
by: Kalpazidou, Sophia L.
Published: (2006) -
Fluctuation Theory for Lévy Processes Ecole d'Eté de Probabilités de Saint-Flour XXXV - 2005 /
by: Doney, Ronald A.
Published: (2007)