The Theory of Stochastic Processes II
From the Reviews: "Gihman and Skorohod have done an excellent job of presenting the theory in its present state of richt imperfection." D.W. Stroock in Bulletin of the American Mathematical Society, 1980 "To call this work encyclopedic would not give an accurate picture of its contant...
| Main Authors: | , |
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| Format: | eBook |
| Language: | English |
| Published: |
Berlin, Heidelberg
Springer Berlin Heidelberg
2004, 2004
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| Edition: | 1st ed. 2004 |
| Series: | Classics in Mathematics
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| Subjects: | |
| Online Access: | |
| Collection: | Springer Book Archives -2004 - Collection details see MPG.ReNa |
Table of Contents:
- I. Basic Definitions and Properties of Markov Processes
- § 1. Wide-Sense Markov Processes
- § 2. Markov Random Functions
- § 3. Markov Processes
- § 4. Strong Markov Process
- § 5. Multiplicative Functional
- § 6. Properties of Sample Functions of Markov Processes
- II. Homogeneous Markov Processes
- § 1. Basic Definitions
- § 2. The Resolvent and the Generating Operator of a Weakly Measurable Markov Process
- § 3. Stochastically Continuous Processes
- § 4. Feller Processes in Locally Compact Spaces
- § 5. Strong Markov Processes in Locally Compact Spaces
- § 6. Multiplicative Additive Functionals, Excessive Functions
- III. Jump Processes
- § 1. General Definitions and Properties of Jump Processes
- § 2. Homogeneous Markov Processes with a Countable Set of States
- § 3. Semi-Markov Processes
- § 4. Markov Processes with a Discrete Component
- IV. Processes with Independent Increments
- §1. Definitions. General Properties
- § 2. Homogeneous Processes with Independent Movements. One-Dimensional Case
- § 3. Properties of Sample Functions of Homogeneous Processes with Independent Increments in ?1
- §4. Finite-Dimensional Homogeneous Processes with Independent Increments
- V. Branching Processes
- § 1. Branching Processes with Finite Number of Particles
- § 2. Branching Processes with a Continuum of States
- §3. General Markov Processes with Branching
- Historical and Bibliographical Remarks