LMS: 54 Markov Processes - Brossura

Dynkin, E. B.

Brossura

ISBN 10: 0521285127 ISBN 13: 9780521285124

Casa editrice: Cambridge University Press, 2008

Riassunto

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

Su questo libro

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.

Dettagli dell?edizione

• 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: Avery; https://www.avery.fr/; ; chemin des peupliers 27; Dardilly; Francia