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Markov Processes and Related Problems of Analysis : London Mathematical Society Lecture Notes - E. B. Dynkin

Markov Processes and Related Problems of Analysis

London Mathematical Society Lecture Notes

Paperback

Published: 22nd November 1982
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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.

Markov processes and related problems of analysis
Martin boundaries and non-negative solutions of a boundary value problem with a directional derivative
Boundary theory of Markov processes (the discrete case)
The initial and final behaviour of trajectories of Markov processes
Integral representation of excessive measures and excessive functions
Regular Markov processes
Markov representations of stochastic systems
Sufficient statistics and extreme points
Minimal excessive measures and functions
Table of Contents provided by Publisher. All Rights Reserved.

ISBN: 9780521285124
ISBN-10: 0521285127
Series: London Mathematical Society Lecture Notes
Audience: Professional
Format: Paperback
Language: English
Number Of Pages: 324
Published: 22nd November 1982
Publisher: CAMBRIDGE UNIV PR
Country of Publication: GB
Dimensions (cm): 22.86 x 15.24  x 1.85
Weight (kg): 0.48