Markov Processes and Related Problems of Analysis

Markov Processes and Related Problems of Analysis
Author :
Publisher : Cambridge University Press
Total Pages : 325
Release :
ISBN-10 : 9780521285124
ISBN-13 : 0521285127
Rating : 4/5 (127 Downloads)

Book Synopsis Markov Processes and Related Problems of Analysis by : Evgeniĭ Borisovich Dynkin

Download or read book Markov Processes and Related Problems of Analysis written by Evgeniĭ Borisovich Dynkin and published by Cambridge University Press. This book was released on 1982-09-23 with total page 325 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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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The modem theory of Markov processes has its origins in the studies of A. A. MARKOV (1906-1907) on sequences of experiments "connected in a chain" and in the at