Markov Processes and Related Problems of Analysis

E. B. Dynkin (Autor)

Buch | Softcover

324 Seiten

1982
Cambridge University Press (Verlag)
9780521285124 (ISBN)

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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.

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.

Erscheint lt. Verlag	23.9.1982
Reihe/Serie	London Mathematical Society Lecture Note Series
Zusatzinfo	Worked examples or Exercises
Verlagsort	Cambridge
Sprache	englisch
Maße	152 x 228 mm
Gewicht	488 g
Themenwelt	Mathematik / Informatik ► Mathematik
ISBN-13	9780521285124 / 9780521285124
Zustand	Neuware