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Markov processes and related problems of analysis [monographie]

Auteur(s):

Dynkin, Evgeni Borisovitch (1924-2014)

Langue:

anglais

Collection:

London mathematical society lecture note series, n° 54

Editeur, date d'édition:

Cambridge University Press, 1982

Ville(s) d'édition:

Melbourne (AU), New York (US), Cambridge (GB)

ISBN:

0-521-28512-7

ISSN:

0076-0552

Classification MSC:

60Jxx (2000)

Notes:

vi ; notes bibliogr. ; 23 cm (Most of the papers compiled in this volume have been published in Uspekhi Matematicheskikh Nauk and translated into English in the Russian Mathematical Surveys) ; 312 p.

Thèmes:

analyse stochastique, processus de markov, stochastic analysis, markov processes

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