Book:E.B. Dynkin/Theory of Markov Processes

Subject Matter

 * Probability Theory

Contents

 * Preface


 * Chapter 1 - Introduction


 * Chapter 2 - Markov Processes


 * Chapter 3 - Subprocesses


 * Chapter 4 - The Construction of Markov Processes with Given Transition Functions


 * Chapter 5 - Strictly Markov Processes


 * Chapter 6 - Conditions for Boundedness and Continuity of a Markov Process


 * Addendum - A Theorem Regarding the Prolongation of Capacities, and the Properties of Measurability of the Instants of First Departure


 * Supplementary Notes


 * References


 * Alphabetical Index


 * Index of Lemmas and Theorems


 * Index of Notation