Markov Processes and Related Problems of Analysis
Published on 23. September 1982
Book
Paperback/Softback
324 pages
978-0-521-28512-4 (ISBN)
Description
The theory of Markov Processes has become a powerful tool in partial differential equations and potential theory with important applications to physics. Professor Dynkin has made many profound contributions to the subject and in this volume are collected several of his most important expository and survey articles. The content of these articles has not been covered in any monograph as yet. This account is accessible to graduate students in mathematics and operations research and will be welcomed by all those interested in stochastic processes and their applications.
More details
Series
Language
English
Place of publication
Cambridge
United Kingdom
Target group
Professional and scholarly
Product notice
Paperback (trade)
Illustrations
Worked examples or Exercises
Dimensions
Height: 229 mm
Width: 152 mm
Thickness: 19 mm
Weight
528 gr
ISBN-13
978-0-521-28512-4 (9780521285124)
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Schweitzer Classification
Other editions
Additional editions
E. B. Dynkin
Markov Processes and Related Problems of Analysis
E-Book
04/2011
1st Edition
Cambridge University Press
€61.99
Available for download
Content
1. Markov processes and related problems of analysis; 2. Martin boundaries and non-negative solutions of a boundary value problem with a directional derivative; 3. Boundary theory of Markov processes (the discrete case); 4. The initial and final behaviour of trajectories of Markov processes; 5. Integral representation of excessive measures and excessive functions; 6. Regular Markov processes; 7 Markov representations of stochastic systems; 8. Sufficient statistics and extreme points; 9. Minimal excessive measures and functions.