Markov processes and related problems of analysis / E.B. Dynkin.
Material type:
TextLanguage: English Original language: Russian Series: London Mathematical Society lecture note series ; 54.Publisher: Cambridge : Cambridge University Press, 1982Description: 1 online resource (312 pages) : digital, PDF file(s)Content type: - text
- computer
- online resource
- 9780511662416 (ebook)
- Markov Processes & Related Problems of Analysis
- 519.2/33 19
- QA274.7 .D95 1982
Title from publisher's bibliographic system (viewed on 05 Oct 2015).
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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