ENGLISH

Markov Processes and Related Problems of Analysis

By E. B. Dynkin

Book information

Publisher
Cambridge University Press
Year
1982
ISBN
9780521285124, 0521285127, 0608175196, 9780608175195, 9780511662416
LCC
QA274.7 .D95 1982
Language
english
Format
PDF
Filesize
3 MB (3333703 bytes)
Series
London Mathematical Society Lecture Note Series
Pages
321\321
Scanned
yes
Time added
2010-05-31 15:29:46

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.

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