Synopses & Reviews
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 Exercises appear throughout the text, and a selection of notes and comments features historical references and credits.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.
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.
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.
Table of Contents
PrefacePreliminaries1. Markov Processes2. Excessive Functions3. Multiplicative Functionals and Subprocesses4. Additive Functionals and Their Potentials5. Further Properties of Continuous Additive Functionals6. Dual Processes and Potential TheoryNotes and CommentsBibliographyIndex of notationSubject index