MARKOV PROCESSES AND RELATED PROBLEMS OF ANALYSIS by E. B. Dynkin ( 9780521285124 )

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Title:

MARKOV PROCESSES AND RELATED PROBLEMS OF ANALYSIS

By:

E. B. Dynkin

Format:

Paperback

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£54.99

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£48.12

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ISBN 10:

0521285127

ISBN 13:

9780521285124

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Publisher:

CAMBRIDGE UNIVERSITY PRESS

Pub. date:

23 September, 1982

Series:

London Mathematical Society Lecture Note Series 54

Pages:

324

Description:

The theory of Markov Processes has become a powerful tool in partial differential equations and potential theory with important applications to physics.

Synopsis:

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.

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Imprint:

Cambridge University Press

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Some other items by this author:

AN INTRODUCTION TO BRANCHING MEASURE-VALUED PROCESSES (PB)

CONTROLLED MARKOV PROCESSES (PB)

DIFFUSIONS, SUPERDIFFUSIONS AND PARTIAL DIFFERENTIAL EQUATIONS (HB)

ELEVEN PAPERS TRANSLATED FROM THE RUSSIAN (HB)

MARKOV PROCESSES (PB)

MARKOV PROCESSES AND RELATED PROBLEMS OF ANALYSIS