Markov Processes And Potential Theory

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Markov Processes and Potential Theory
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Type: BOOK - Published: 2011-08-29 - Publisher: Academic Press

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Markov Processes and Potential Theory
Classical Potential Theory and Its Probabilistic Counterpart
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From the reviews: "Here is a momumental work by Doob, one of the masters, in which Part 1 develops the potential theory associated with Laplace's equation and t
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Let {Xti t ~ O} be a Markov process in Rl, and break up the path X t into (random) component pieces consisting of the zero set ({ tlX = O}) and t the "excursion
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Markov processes are among the most important stochastic processes for both theory and applications. This book develops the general theory of these processes, a
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This book gives a comprehensive and self-contained introduction to the theory of symmetric Markov processes and symmetric quasi-regular Dirichlet forms. In a de