Markov Processes And Related Problems Of Analysis


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Markov Processes and Related Problems of Analysis


Markov Processes and Related Problems of Analysis

Author: E. B. Dynkin

language: en

Publisher: Cambridge University Press

Release Date: 1982-09-23


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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.

Markov Processes and Related Problems of Analysis


Markov Processes and Related Problems of Analysis

Author: Evgeniĭ Borisovich Dynkin

language: en

Publisher:

Release Date: 2014-05-14


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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.

Selected Papers of E. B. Dynkin with Commentary


Selected Papers of E. B. Dynkin with Commentary

Author: Evgeniĭ Borisovich Dynkin

language: en

Publisher: American Mathematical Soc.

Release Date: 2000


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Eugene Dynkin is a rare example of a contemporary mathematician who has achieved results in two quite different areas of research: algebra and probability. In both areas, his ideas constitute an essential part of modern mathematical knowledge and form a basis for further development. Although his last work in algebra was published in 1955, his contributions continue to influence current research in algebra and in the physics of elementary particles. His work in probability is part of both the historical and the modern development of the topic.


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