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 Exercises appear throughout the text, and a selection of notes and comments features historical references and credits.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 our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.

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Bibliographic Details

Title: Markov Processes and Potential Theory (Paperback)
Publisher: Dover Publications Inc., New York
Publication Date: 2008
Language: English
ISBN 10: 0486462633
ISBN 13: 9780486462639
Binding: Paperback
Condition: new

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 Exercises appear throughout the text, and a selection of notes and comments features historical references and credits.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