Markov Processes and Potential Theory - Brossura

Blumenthal, Robert M.; Getoor, Ronald K.

Brossura

ISBN 10: 0486462633 ISBN 13: 9780486462639

Casa editrice: Dover Pubns, 2007

Riassunto

This advanced text explores the relationship between Markov processes and potential theory, in addition to aspects of the theory of additive functionals. Geared toward graduate students, Markov Processes and Potential Theory assumes a familiarity with general measure theory, while offering a nearly self-contained treatment.
Topics include Markov processes, excessive functions, multiplicative functionals and subprocesses, and additive functionals and their potentials. A concluding chapter examines dual processes and potential theory. Exercises appear throughout the text, and a selection of notes and comments features historical references and credits. Robert M. Blumenthal is Professor Emeritus of Mathematics at the University of Washington, and Ronald K. Getoor is Professor Emeritus of Mathematics at the University of California at San Diego.

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Contenuti

Preface Preliminaries 1. Markov Processes 2. Excessive Functions 3. Multiplicative Functionals and Subprocesses 4. Additive Functionals and Their Potentials 5. Further Properties of Continuous Additive Functionals 6. Dual Processes and Potential Theory Notes and Comments Bibliography Index of notation Subject index

Product Description

MARKOV PROCESSES AND POTENTIAL THEORY by ROBERT M. BLUMENTHAL, RONALD K. GETOOR, 9780486462639

Dettagli dell'edizione

• Editore: Dover Pubns
• Data di pubblicazione: 2007
• Lingua: Inglese
• ISBN 10: 0486462633
• ISBN 13: 9780486462639
• Rilegatura: Copertina flessibile
• Numero di pagine: 313
• Contatto del produttore: non disponibile
• Persona responsabile: Soc. Agr. La Raia Ss; http://www.la-raia.it; ; Strada Monterotondo, 79; Novi Ligure; 15067; Italia