Markov Processes and Related Problems of Analysis

CONTENTS § 1. Introduction § 2. General problems in the theory of Markov processes § 3. The form of an infinitesimal operator. Generalized diffusion processes § 4. Harmonic, subharmonic, and superharmonic functions associated with a Markov process § 5. Additive functionals and associated transformations of Markov processes § 6. Stochastic integral equations § 7. Boundary problems in the theory of differential equations and asymptotic behaviour of trajectories § 8. Concluding remarksReferences