Markov processes and related problems of analysis

Markov processes and related problems of analysis
Автор
 
Год
 
Страниц
 
321
ISBN
 
ISBN10:0521285127
Издатель
 
CUP

Описание:

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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