Markov Processes and Potential Theory
Published on 29. February 2008
Book
Paperback/Softback
320 pages
978-0-486-46263-9 (ISBN)
Description
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.
More details
Series
Language
English
Place of publication
New York
United States
Product notice
Paperback (trade)
Unsewn / adhesive bound
Dimensions
Height: 217 mm
Width: 137 mm
Thickness: 43 mm
Weight
413 gr
ISBN-13
978-0-486-46263-9 (9780486462639)
Copyright in bibliographic data and cover images is held by Nielsen Book Services Limited or by the publishers or by their respective licensors: all rights reserved.
Schweitzer Classification
Content
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