Markov Processes. Volume II [electronic resource] / by E.B. Dynkin.

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Bibliographic Details
Online Access: Full Text (via Springer)
Main Author: Dynkin, E. B. (Evgeniĭ Borisovich), 1924-2014
Format: Electronic eBook
Language:English
Published: Berlin, Germany : Springer-Verlag, 2022.
Series:Grundlehren der mathematischen Wissenschaften ; 122.
Subjects:

MARC

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505 0 |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. 
505 8 |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. 
505 8 |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. 
505 8 |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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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. 
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880 8 |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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