Descrizione
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.
Dettagli del libro
Formato
Brossura
Pagine
324 pagine
Lingua
Inglese
Pubblicato
nov 30, 1982
Editore
Cambridge University Press
Edizioni
2 edizioni
ISBN-10
0521285127
ISBN-13
9780521285124