Markov processes and related problems of analysis
著者
書誌事項
Markov processes and related problems of analysis
（London Mathematical Society lecture note series, 54）
Cambridge University Press, 1982
- : pbk
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注記
"Most of the papers compiled in this volume have been published in Uspekhi Matematicheskikh Nauk and translated into English in the Russian Mathematical Surveys"--Pref
Includes bibliographies
内容説明・目次
内容説明
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.
目次
- 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.
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