Markov Processes and Potential Theory

R M Blumenthal Ronald K Getoor Robert M Blumenthal Ronald K. Getoor Robert M. Blumenthal

ISBN 10: 0486462633 / ISBN 13: 9780486462639

Editore: Dover Publications, Incorporated, 2007

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pp. vi + 313. Codice articolo 26784668

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Titolo: Markov Processes and Potential Theory

Casa editrice: Dover Publications, Incorporated

Data di pubblicazione: 2007

Legatura: Brossura

Condizione: New

Descrizione articolo

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 Exercises appear throughout the text, and a selection of notes and comments features historical references and credits.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.

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