Statistics, Probability Theory, Mathematical Analysis - General & Miscellaneous

Markov Processes and Potential Theory

Name: Markov Processes and Potential Theory
Author: Robert M. Blumenthal
ISBN: 9780486462639

by Robert M. Blumenthal, Ronald K. Getoor

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Overview

This graduate-level text explores the relationship between Markov processes and potential theory, in addition to aspects of the theory of additive functionals. 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. 1968 edition.

Synopsis

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.