An Introduction to Markov Processes

• Main Author: Stroock, Daniel W. (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2014.
• Edition: 2nd ed. 2014.
• Series: Graduate Texts in Mathematics, 230
• Subjects: Mathematics.; Dynamics.; Ergodic theory.; Probabilities.; Probability Theory and Stochastic Processes.; Dynamical Systems and Ergodic Theory.

This book provides a rigorous but elementary introduction to the theory of Markov Processes on a countable state space. It should be accessible to students with a solid undergraduate background in mathematics, including students from engineering, economics, physics, and biology. Topics covered are:...