Markov Processes and Potential Theory (Dover Books on Mathematics) - Softcover

Blumenthal, Robert M.; Getoor, Ronald K.

 
9780486462639: Markov Processes and Potential Theory (Dover Books on Mathematics)

Synopsis

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 Exercises appear throughout the text, and a selection of notes and comments features historical references and credits.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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Other Popular Editions of the Same Title

9784864626330: Markov Processes and Potential Theory (Dover Books on Mathematics)

Featured Edition

ISBN 10:  4864626332 ISBN 13:  9784864626330
Publisher: Dover Publications, 2007
Softcover