Markov processes and related problems of analysis /

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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)
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.
Stochastische analyse.
Electronic books.
Electronic books.
Format: E-Resource Book
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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