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Markov processes and related problems of analysis /

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...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Dynkin, E. B. (Evgeniĭ Borisovich), 1924-2014
Formato: Electrónico eBook
Idioma:Inglés
Ruso
Publicado: Cambridge ; New York : Cambridge University Press, 1982.
Colección:London Mathematical Society lecture note series ; 54.
Temas:
Acceso en línea:Texto completo
Descripción
Sumario: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.
Notas:"Most of the papers compiled in this volume have been published in Uspekhi Matematicheskikh Nauk and translated into English in the Russian Mathematical Surveys"--Preface
Descripción Física:1 online resource (312 pages)
Bibliografía:Includes bibliographical references.
ISBN:9781107361119
1107361117
9780511662416
0511662416
ISSN:0076-0552 ;