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Markov Processes and Related Problems of Analysis E. B. Dynkin

Markov Processes and Related Problems of Analysis By E. B. Dynkin

Markov Processes and Related Problems of Analysis by E. B. Dynkin


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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.

Markov Processes and Related Problems of Analysis Summary

Markov Processes and Related Problems of Analysis by E. B. Dynkin

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.

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.

Additional information

NLS9780521285124
9780521285124
0521285127
Markov Processes and Related Problems of Analysis by E. B. Dynkin
New
Paperback
Cambridge University Press
1982-09-23
324
N/A
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