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dynkin e. b. - markov processes and related problems of analysis

Markov Processes and Related Problems of Analysis




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Dettagli

Genere:Libro
Lingua: Inglese
Pubblicazione: 09/1982





Trama

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.




Sommario

1. Markov processes and related problems of analysis; 2. Martin boundaries and non-negative solutions of a boundary value problem with a directional derivative; 3. Boundary theory of Markov processes (the discrete case); 4. The initial and final behaviour of trajectories of Markov processes; 5. Integral representation of excessive measures and excessive functions; 6. Regular Markov processes; 7 Markov representations of stochastic systems; 8. Sufficient statistics and extreme points; 9. Minimal excessive measures and functions.




Prefazione

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.










Altre Informazioni

ISBN:

9780521285124

Condizione: Nuovo
Collana: London Mathematical Society Lecture Note Series
Dimensioni: 228 x 18 x 152 mm Ø 488 gr
Formato: Brossura
Pagine Arabe: 324


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