Markov Processes and Controlled Markov Chains
Contributors: Zhenting Hou (Editor); Jerzy A. Filar (Editor); Anyue Chen (Editor)
Edition: 1 edition
Publisher: Springer
Published: September 30, 2002
Language: eng
Format: Hardcover
Number of pages: 528
ISBN-13: 9781402008030
Subjects: Probability & statistics; Stochastics; Mathematics; Congresses; Science/Mathematics; Probability & Statistics - General; Applied; Mathematical Physics; Mathematics / Statistics; Markov Processes
First sentence: Connections between linear partial differential equations involving second order uniformly elliptic operators L and diffusion processes are known for a long time.