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

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E.B. Dynkin: Theory of Markov Processes

Published $\text {1959}$, Dover Publications

ISBN 0-486-45305-7 (translated by D.E. Brown).

Subject Matter


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
Alphabetical Index
Index of Lemmas and Theorems
Index of Notation