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Markov Processes and Related Problems of Analysis.
・ISBN 978-0-521-28512-4 paper GB£ 70.00
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電子版あり 大学・学術機関向け電子ブック（eBook）ISBN 978-0-511-66241-6
| 著者・編者 | Dynkin, E. B., |
|---|---|
| シリーズ | London Mathematical Society Lecture Note Series |
| 出版社 | (Cambridge University Press, UK) |
| 出版年月 | 1982 |
| ページ数 | 324 pp. |
| 言語 | ENG |
| ニュース番号 | ＜M25-2379＞ |
解説
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.