Markov processes
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The book is an attempt at a systematic presentation of the theory of Markov processes .. This is a fundamental monograph on the various directions of the theory of Markov processes .. Potentials, harmonic and excessive functions, limiting behavior of process trajectories, probabilistic solutions of differential equations. are also studied.
LF/240312852/R
Data sheet
- Name of the Author
- Дынкин Е.Б.
- Language
- Russian
- Series
- Теория вероятностей и математическая статистика
- Release date
- 1963
8 books by the same author:
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The book is an attempt at a systematic presentation of the theory of Markov processes .. This is a fundamental monograph on the various directions of the theory...