Markov Processes and Related Problems of Analysis

E. B. Dynkin

doi:10.1017/CBO9780511662416

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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Markov Processes and Related Problems of Analysis

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Contents

Frontmatter
pp i-iv

Contents
pp v-v

Preface
pp vi-viii

I - Markov processes and related problems of analysis (RMS 15:2 (1960) 1–21)
pp 1-24

II - Martin boundaries and non-negative solutions of a boundary value problem with a directional derivative (RMS 19:5 (1964) 1–48)
pp 25-78

III - Boundary theory of Markov processes (the discrete case) (RMS 24:2 (1969) 1–42)
pp 79-122

IV - The initial and final behaviour of trajectories of Markov processes (RMS 26:4 (1971) 165–185)
pp 123-144

V - Integral representation of excessive measures and excessive functions (RMS 27:1 (1972) 43–84
pp 145-186

VI - Regular Markov processes (RMS 28:2 (1973) 33–64)
pp 187-218

VII - Markov representations of stochastic systems (RMS 30:1 (1975) 65–104)
pp 219-258

VIII - Sufficient statistics and extreme points (Ann. Prob. 6 (1978) 705–730)
pp 259-284

IX - Minimal excessive measures and functions (Trans. AMS 258 (1980) 217–244)
pp 285-312

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