An Introduction to Markov Processes

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:...

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Main Author: Stroock, Daniel W. (Author, http://id.loc.gov/vocabulary/relators/aut)
Corporate Author: SpringerLink (Online service)
Language:English
Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2014.
Edition:2nd ed. 2014.
Series:Graduate Texts in Mathematics, 230
Subjects:
Online Access:https://doi.org/10.1007/978-3-642-40523-5