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Markov Processes

Volume I

  • Book
  • © 1965

Overview

Authors:
  1. E. B. Dynkin

    1. University of Moscow, Russia

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Part of the book series: Grundlehren der mathematischen Wissenschaften (GL, volume 121)

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Table of contents (12 chapters)

  1. Front Matter

    Pages II-XII
    Download chapter PDF

  2. Introduction

    • E. B. Dynkin
    Pages 1-19

  3. Contraction semigroups of linear operators on Banach spaces

    • E. B. Dynkin
    Pages 19-46

  4. Infinitesimal operators of transition functions

    • E. B. Dynkin
    Pages 47-77

  5. Markov processes

    • E. B. Dynkin
    Pages 77-104

  6. First entrance and exit times and the intrinsic topology in the state space

    • E. B. Dynkin
    Pages 104-131

  7. Characteristic operators of Markov processes Differential generators of diffusion processes

    • E. B. Dynkin
    Pages 131-172

  8. Functionals of Markov processes

    • E. B. Dynkin
    Pages 172-207

  9. Stochastic integrals

    • E. B. Dynkin
    Pages 207-246

  10. Nonnegative, additive functionals of a Wiener process

    • E. B. Dynkin
    Pages 246-281

  11. Transition functions, corresponding to almost multiplicative functionals

    • E. B. Dynkin
    Pages 281-300

  12. Transformations of Markov processes

    • E. B. Dynkin
    Pages 301-334

  13. Stochastic integral equations and diffusion processes

    • E. B. Dynkin
    Pages 334-357

  14. Back Matter

    Pages 358-365
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Keywords

Authors and Affiliations

  • University of Moscow, Russia

    E. B. Dynkin

Bibliographic Information

  • Book Title: Markov Processes

  • Book Subtitle: Volume I

  • Authors: E. B. Dynkin

  • Series Title: Grundlehren der mathematischen Wissenschaften

  • DOI: https://doi.org/10.1007/978-3-662-00031-1

  • Publisher: Springer Berlin, Heidelberg

  • eBook Packages: Springer Book Archive

  • Copyright Information: Springer-Verlag Berlin Heidelberg 1965

  • Softcover ISBN: 978-3-662-00033-5Published: 01 August 2012

  • eBook ISBN: 978-3-662-00031-1Published: 06 December 2012

  • Series ISSN: 0072-7830

  • Series E-ISSN: 2196-9701

  • Edition Number: 1

  • Number of Pages: XII, 366

  • Number of Illustrations: 1 b/w illustrations

  • Additional Information: Title of the original Russian edition: Osnovy teorii Markovskich processov

  • Topics: Probability Theory and Stochastic Processes

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