MARKOV PROCESSES AND POTENTIAL THEORY

ROBERT M. BLUMENTHAL, RONALD K. GETOOR

ISBN 10: 0486462633 / ISBN 13: 9780486462639

Published by DOVER PUBLICATIONS, 2007

About this Item

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Bibliographic Details

• Title: MARKOV PROCESSES AND POTENTIAL THEORY
• Publisher: DOVER PUBLICATIONS
• Publication Date: 2007
• Language: English
• ISBN 10: 0486462633
• ISBN 13: 9780486462639
• Binding: Paperback
• Condition: NEW

About this title

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 Exercises appear throughout the text, and a selection of notes and comments features historical references and credits.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