Markov Processes And Potential Theory (Dover Books On Mathematics)

Blumenthal, Robert M.; Getoor, Ronald K.

ISBN 10: 0486462633 / ISBN 13: 9780486462639

Editore: Dover Publications, 2007

This is a Brand-new US Edition. This Item may be shipped from US or any other country as we have multiple locations worldwide. Codice articolo ABNR-182215

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 Exercises appear throughout the text, and a selection of notes and comments features historical references and credits.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

Dati bibliografici

Titolo: Markov Processes And Potential Theory (Dover...
Casa editrice: Dover Publications
Data di pubblicazione: 2007
Legatura: Brossura
Condizione: New