Description: Markov Processes presents several different approaches to proving weak approximation theorems for Markov processes, emphasizing the interplay of methods of characterization and approximation. Martingale problems for general Markov processes are systematically developed for the first time in book form. Useful to the professional as a reference and suitable for the graduate student as a text, this volume features a table of the interdependencies among the theorems, an extensive bibliography, and end-of-chapter problems. About the authors Stewart N. Ethier has taught at Michigan State University, and is currently at the University of Utah. He received his PhD in mathematics at the University of Wisconsin-Madison. Thomas G. Kurtz teaches at the University of Wisconsin-Madison. He is Book Review Editor for Annals of Probability, and the author of Approximation of Population Processes. Dr. Kurtz obtained his PhD in mathematics at Stanford University.
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Location: Madison, Wisconsin
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Publication Year: 1986
Type: Textbook
Format: Book
Publication Name: Markov Processes: Characterization and Convergence
Author: Stewart N. Ethier, Thomas G. Kurtz
Level: Advanced
Publisher: John Wiley & Sons, Inc.
Subject: Mathematics
