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Markov Processes and Related Problems of Analysis

Markov Processes and Related Problems of Analysis

Paperback

Series: London Mathematical Society Lecture Note, Book 54

General MathematicsProbability & Statistics

ISBN10: 0521285127
ISBN13: 9780521285124
Publisher: Cambridge University Press
Published: Sep 23 1982
Pages: 324
Weight: 1.05
Height: 0.73 Width: 6.00 Depth: 9.00
Language: English
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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Probability & Statistics