Description
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.
Détails du livre
Format
Broché
Pages
324 pages
Langue
Anglais
Publié
nov. 30, 1982
Éditeur
Cambridge University Press
Éditions
2 éditions
ISBN-10
0521285127
ISBN-13
9780521285124