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Kolmogorov and the theory of Markov processes

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Publication:581911
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DOI10.1214/AOP/1176991248zbMath0689.60003OpenAlexW2034296997WikidataQ56083250 ScholiaQ56083250MaRDI QIDQ581911

E. B. Dynkin

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


zbMATH Keywords

branching processesstochastic differential equationsboundary theoryinfinitesimal generatorsprobabilistic potential theoryprocesses with independent incrementsmartingale approach to diffusion


Mathematics Subject Classification ID

History of mathematics in the 20th century (01A60) History of probability theory (60-03) Markov processes (60Jxx)


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A surrogate model for the prediction of permeabilities and flow through porous media: a machine learning approach based on stochastic Brownian motion ⋮ Time-inhomogeneous Feller-type diffusion process with absorbing boundary condition







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