Articoli correlati a Markov Processes and Potential Theory
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 Exercises appear throughout the text, and a selection of notes and comments features historical references and credits.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.
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 Exercises appear throughout the text, and a selection of notes and comments features historical references and credits.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
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MARKOV PROCESSES AND POTENTIAL THEORY by ROBERT M. BLUMENTHAL, RONALD K. GETOOR, 9780486462639
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- EditoreDover Pubns
- Data di pubblicazione2007
- ISBN 10 0486462633
- ISBN 13 9780486462639
- RilegaturaCopertina flessibile
- Numero di pagine313
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Descrizione libro Paperback. Condizione: new. Paperback. 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. This graduate-level text explores the relationship between Markov processes and potential theory in terms of excessive functions, multiplicative functionals and subprocesses, additive functionals and their potentials, and dual processes. 1968 edition. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Codice articolo 9780486462639
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