Markov Processes and Related Problems of Analysis

by E. B. Dynkin

Overview

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.

Product Details

ISBN-13:	9780521285124
Publisher:	Cambridge University Press
Publication date:	09/23/1982
Series:	London Mathematical Society Lecture Note Series , #54
Pages:	324
Product dimensions:	5.90(w) x 9.00(h) x 0.90(d)

Table of Contents

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.