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|a 1341587187
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|a 9783662253601
|q (electronic bk.)
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|a 3662253607
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|a 10.1007/978-3-662-25360-1
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|c (S
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1 |
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|a Dynkin, E. B.
|q (Evgeniĭ Borisovich),
|d 1924-2014.
|0 http://id.loc.gov/authorities/names/n81092336
|1 http://isni.org/isni/0000000109307349.
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1 |
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|a Markov Processes.
|n Volume II
|h [electronic resource] /
|c by E.B. Dynkin.
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260 |
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|a Berlin, Germany :
|b Springer-Verlag,
|c 2022.
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300 |
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|a 1 online resource (284 pages)
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|a text
|b txt
|2 rdacontent.
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|a Grundlehren der Mathematischen Wissenschaften Ser. ;
|v v. 122.
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505 |
0 |
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|6 880-01
|a Cover -- Title page -- Copyright page -- Contents -- Chapter Twelve -- Excessive, superharmonic and harmonic functions -- 1. Excessive functions for transition functions -- 2. Excessive functions for Markov processes -- 3. Asymptotic behavior of excessive functionsalong trajectories of a process -- 4. Superharmonie functions -- 5. Harmonie functions -- Chapter Thirteen -- Harmonie and superharmonic functions associated withstrong Feller processes. Probabilistic solution of certainequations -- 1. Some properties of strong Feller processes.
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505 |
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|a Continuous strong Markov processes on a closed interval -- 1. General properties of one-dimensional continuous strong Markov processes -- 2. Characteristics of regular processes -- 3. Computation of the characteristic and infinitesimal operators -- 4. Superharmonie and harmonic functionsconnected with regular one-dimensional processes -- Chapter Sixteen -- Continuous strong Markov processes on an open interval -- 1. Harmonie functions and behavior of trajectories -- 2. S-functions and character of the motion along a trajectory -- 3. Infinitesimal operators -- Chapter Seventeen.
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505 |
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|a Construction of one-dimensional continuous strong Markov processes -- 1. Transformations of the state space. Canonical coordinate -- 2. Construction of regular continuous strong Markov processeson an open interval -- 3. Construction of regular continuous strong Markov processeson a closed interval -- 4. Computation of the harmonic functions and resolvents for regular processes -- Appendix -- 1. Measurable spaces and measurable transformations -- 2. Measures and integrals -- 3. Probability spaces. Conditional probabilities and mathematical expectations -- 4. Martingales.
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|a 5. Topological measurable spaces -- 6. Some theorems on partial differential equations -- 7. Measures and countably additive set functions on the line and corresponding point functions -- 8. Convex functions -- Historical -- Bibliographical note -- Bibliography -- Index -- List of symbols.
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|a Print version record.
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650 |
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|a Markov processes.
|0 http://id.loc.gov/authorities/subjects/sh85081369.
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776 |
0 |
8 |
|i Print version:
|a Dynkin, E.B.
|t Markov Processes.
|d Berlin, Heidelberg : Springer Berlin / Heidelberg, ©2022
|z 9783662233207.
|
830 |
|
0 |
|a Grundlehren der mathematischen Wissenschaften ;
|v 122.
|0 http://id.loc.gov/authorities/names/n42037698.
|
856 |
4 |
0 |
|u https://colorado.idm.oclc.org/login?url=https://link.springer.com/10.1007/978-3-662-25360-1
|z Full Text (via Springer)
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880 |
8 |
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|6 505-01/(S
|a 2. The Dirichlet problems. Regular points of the boundary -- 3. Harmonie and superharmonic functionsassociated with diffusion processes -- 4. Solutions of the equation ztf- Vf= -g -- 5. Parts of a diffusion process and Green's functions -- Chapter Fourteen -- The multi-dimensional Wiener processand its transformations -- 1. Harmonie and superharmonic functionsrelated to the Wiener process -- 2. The mapping 'l' -- 3. Additive functionals and Green's functions -- 4. Brownian motion with killing measure μ and speed measure v -- 5. q-subprocesses -- Chapter Fifteen.
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