9780521285124: LMS: 54 Markov Processes
Brossura
ISBN 10: 0521285127 ISBN 13: 9780521285124
Casa editrice: Cambridge University Press, 2008

Sinossi

The theory of Markov Processes has become a powerful tool in partial differential equations and potential theory with important applications to physics.

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

Descrizione del libro

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.

Contenuti

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.

Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.

Editore
Cambridge University Press
Data di pubblicazione
2008
Lingua
Inglese
ISBN 10 
0521285127
ISBN 13 
9780521285124
Rilegatura
Copertina flessibile
Numero di pagine
324
Contatto del produttore
non disponibile
Persona responsabile
gpsr@libri.de
gpsr@libri.de

Friedensallee 273
Hamburg
22763
Germania