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One-Dimensional Diffusions

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Part of the book series: Springer Texts in Electrical Engineering ((STELE))

Abstract

This chapter is an introduction to the semigroup treatment of Markov processes with stationary transition functions. Modern theory of Markov processes is primarily a semigroup theory. Even though much of this theory has not found its way into applications in physical problems, the elucidation that is made possible with the semigroup approach makes it indispensable in any treatment of Markov processes.

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© 1985 Springer-Verlag New York Inc.

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Wong, E., Hajek, B. (1985). One-Dimensional Diffusions. In: Stochastic Processes in Engineering Systems. Springer Texts in Electrical Engineering. Springer, New York, NY. https://doi.org/10.1007/978-1-4612-5060-9_5

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  • DOI: https://doi.org/10.1007/978-1-4612-5060-9_5

  • Publisher Name: Springer, New York, NY

  • Print ISBN: 978-1-4612-9545-7

  • Online ISBN: 978-1-4612-5060-9

  • eBook Packages: Springer Book Archive

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