Markov Processes and Related Problems of Analysis
£54.99
Part of London Mathematical Society Lecture Note Series
- Author: E. B. Dynkin
- Date Published: September 1982
- availability: Available
- format: Paperback
- isbn: 9780521285124
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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.
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×Product details
- Date Published: September 1982
- format: Paperback
- isbn: 9780521285124
- length: 324 pages
- dimensions: 228 x 152 x 18 mm
- weight: 0.488kg
- availability: Available
Table of Contents
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.
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