by Daniel W . Stroock (Author)
Provides a more accessible introduction than other books on Markov processes by emphasizing the structure of the subject and avoiding sophisticated measure theory
Leads the reader to a rigorous understanding of basic theory
Format: Paperback
Pages: 171
Publisher: Springer
Published: 30 Mar 2005
ISBN 10: 3540234519
ISBN 13: 9783540234517
From the reviews:
The book under review ... provides an excellent introduction to the theory of Markov processes ... . An abstract mathematical setting is given in which Markov processes are then defined and thoroughly studied. Because of this the book will basically be of interest to mathematicians and those who have at least a good knowledge of undergraduate analysis and probability theory. ... The proofs are clearly written and explanations are not too concise which makes this book indeed very useful for a graduate course. (Stefaan De Winter, Bulletin of the Belgian Mathematical Society, Vol. 15 (1), 2008)