Markov Processes and Related Problems of Analysis

London Mathematical Society Lecture Note #54

by E.B. Dynkin

The theory of Markov Processes has become a powerful tool in partial differential equations and potential theory with important applications to physics. Professor Dynkin has made many profound contributions to the subject and in this volume are collected several of his most important expository and survey articles. The content of these articles has not been covered in any monograph as yet. This account is accessible to graduate students in mathematics and operations research and will be welcomed by all those interested in stochastic processes and their applications.

324 pages, Paperback

First published September 23, 1982

About the author

Eugene Borisovich Dynkin (Russian: Евгений Борисович Дынкин4) is a Soviet and American mathematician. He has made contributions to the fields of probability and algebra, especially semisimple Lie groups, Lie algebras, and Markov processes. The Dynkin diagram, the Dynkin system, and Dynkin's lemma are named for him.