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.
Language:	English Russian
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:	Print Book
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/515979

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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

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