Markov Processes and Related Problems of Analysis (London Mathematical Society Lecture Note Series, Series Number 54)

Dynkin, E. B.

ISBN 10: 0521285127 / ISBN 13: 9780521285124

Published by Cambridge University Press, 1982

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Bibliographic Details

• Title: Markov Processes and Related Problems of Analysis (London Mathematical Society Lecture Note Series, Series Number 54)
• Publisher: Cambridge University Press
• Publication Date: 1982
• Language: English
• ISBN 10: 0521285127
• ISBN 13: 9780521285124
• Binding: Soft cover
• Condition: New

About this title

Synopsis

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.

Book 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.