Markov processes and related problems of analysis /

Markov processes and related problems of analysis /

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...

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Bibliographic Details
Author / Creator:Dynkin, E. B. (Evgeniĭ Borisovich), 1924-2014.
Imprint:Cambridge ; New York : Cambridge University Press, 1982.
Description:1 online resource (312 pages)
Language:English
Series:London Mathematical Society lecture note series, 0076-0552 ; 54
London Mathematical Society lecture note series ; 54.
Subject:Markov processes.
Stochastic analysis.
MATHEMATICS -- Probability & Statistics -- Stochastic Processes.
Markov processes.
Stochastic analysis.
Markov-Prozess
Markov-processen.
Stochastische analyse.
Electronic books.
Electronic books.
Format: E-Resource Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/11181553
Hidden Bibliographic Details
ISBN:9781107361119
1107361117
9780511662416
0511662416
0521285127
9780521285124
Notes:"Most of the papers compiled in this volume have been published in Uspekhi Matematicheskikh Nauk and translated into English in the Russian Mathematical Surveys"--Preface.
Includes bibliographical references.
Print version record.
Summary: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.
Other form:Print version: Dynkin, E.B. (Evgeniĭ Borisovich), 1924- Markov processes and related problems of analysis. Cambridge ; New York : Cambridge University Press, 1982 0521285127

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