Author : Evgeniĭ Borisovich Dynkin
Release : 1982-09-23
Genre : Mathematics
Kind : eBook
Book Rating : 127/5 ( reviews)
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. This book was released on 1982-09-23. 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.