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Continuous Time Markov Processes
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Pages: 290
Authors: Thomas Milton Liggett
Categories: Mathematics
Type: BOOK - Published: 2010 - Publisher: American Mathematical Soc.

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Markov processes are among the most important stochastic processes for both theory and applications. This book develops the general theory of these processes, a
Continuous-Time Markov Chains
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Authors: William J. Anderson
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Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

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Continuous time parameter Markov chains have been useful for modeling various random phenomena occurring in queueing theory, genetics, demography, epidemiology,
Continuous-Time Markov Chains and Applications
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Authors: G. George Yin
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Type: BOOK - Published: 2012-11-14 - Publisher: Springer Science & Business Media

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This book gives a systematic treatment of singularly perturbed systems that naturally arise in control and optimization, queueing networks, manufacturing system
Continuous-Time Markov Decision Processes
Language: en
Pages: 240
Authors: Xianping Guo
Categories: Mathematics
Type: BOOK - Published: 2009-09-18 - Publisher: Springer Science & Business Media

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Continuous-time Markov decision processes (MDPs), also known as controlled Markov chains, are used for modeling decision-making problems that arise in operation
Brownian Motion, Martingales, and Stochastic Calculus
Language: en
Pages: 282
Authors: Jean-François Le Gall
Categories: Mathematics
Type: BOOK - Published: 2016-04-28 - Publisher: Springer

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This book offers a rigorous and self-contained presentation of stochastic integration and stochastic calculus within the general framework of continuous semimar