Kolmogorov and the theory of Markov processes
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Publication:581911
DOI10.1214/AOP/1176991248zbMath0689.60003OpenAlexW2034296997WikidataQ56083250 ScholiaQ56083250MaRDI QIDQ581911
Publication date: 1989
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176991248
branching processesstochastic differential equationsboundary theoryinfinitesimal generatorsprobabilistic potential theoryprocesses with independent incrementsmartingale approach to diffusion
History of mathematics in the 20th century (01A60) History of probability theory (60-03) Markov processes (60Jxx)
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