Markov processes and related problems of analysis /

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Bibliographic Details
Author / Creator:Dynkin, E. B. (Evgenii Borisovich), 1924-2014
Imprint:Cambridge ; New York : Cambridge University Press, 1982.
Description:312 p. ; 23 cm.
Series:London Mathematical Society Lecture Notes Series, 0076-0552 ; 54
London Mathematical Society lecture note series 54.
Subject:Markov processes
Stochastic analysis
Markov processes.
Stochastic analysis.
Format: E-Resource Print Book
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ISBN:0521285127 (pbk.)
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"-- Pref.
Includes bibliographies.
Table of Contents:
  • 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