Reversibility and Stochastic Networks
by F.P. Kelly
Publisher: John Wiley and Sons Ltd 1979
Number of pages: 233
Examines the behavior in equilibrium of vector stochastic processes or stochastic networks, considering a wide range of applications by discussing stochastic models that arise in fields such as operational research, biology, and polymer science. Reviews the concept of reversibility, including material necessary to establish terminology and notation. Explains such uses as the study of the output from a queue, the flow of current in a conductor, the age of an allele, and the equilibrium distribution of a polymerization process. Also examines the extent to which the assumption of reversibility can be relaxed without destroying the associated tractability. Requires an understanding of Markov processes.
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by Daniel W. Stroock - Tata Institute of Fundamental Research
The author's purpose in these lectures was to provide some insight into the properties of solutions to stochastic differential equations. In order to read these notes, one need only know the basic Ito theory of stochastic integrals.
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The author presents basic properties of stochastic flows, specially of Brownian flows and their relations with local characteristics and with stochastic differential equations. Various limit theorems for stochastic flows are presented.
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