Markov processes and related problems of analysis
By: E.B. Dynkin.
Series: London Mathematical Society lecture note series,; 54
Publisher: Cambridge University Press
Published: 1982
Place of publication: Cambridge; New York
Language: eng; rus
Number of pages: 312
Subjects: Markov processes.; Stochastic analysis.
Description: 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.
Notes: Includes bibliographies.
"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.