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An Introduction to Markov Processes
Graduate Texts in Mathematics (Book #230)
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: Doeblin's theory, general ergodic properties, and continuous time processes. Applications areMarkov Processes from K. Ito's Perspective (AM-155)
Kiyosi Itô's greatest contribution to probability theory may be his introduction of stochastic differential equations to explain the Kolmogorov-Feller theory of Markov processes. Starting with the geometric ideas that guided him, this book gives an account of Itô's program. The modern theory of Markov processes was initiated by A. N. Kolmogorov. However, Kolmogorov's approach was too analytic toLectures on Stochastic Analysis: Diffusion Theory
This book is based on a course given at Massachusetts Institute of Technology. It is intended to be a reasonably self-contained introduction to stochastic analytic techniques that can be used in the study of certain problems. The central theme is the theory of diffusions. In order to emphasize the intuitive aspects of probabilistic techniques, diffusion theory is presented as a naturalAn Introduction to Metric Spaces, Hilbert Spaces, and Banach Algebras
This textbook is an introduction to functional analysis suited to final year undergraduates or beginning graduates. Its various applications of Hilbert spaces, including least squares approximation, inverse problems, and Tikhonov regularization, should appeal not only to mathematicians interested in applications, but also to researchers in related fields.Functional Analysis adopts a self-containedFrom Fourier Series to Cauchy-Riemann Geometry
Hermitian Analysis: From Fourier Series to Cauchy-Riemann Geometry provides a coherent, integrated look at various topics from undergraduate analysis. It begins with Fourier series, continues with Hilbert spaces, discusses the Fourier transform on the real line, and then turns to the heart of the book, geometric considerations. This chapter includes complex differential forms, geometric