Brownian Motion And Potential Theory Modern And Classical
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Brownian Motion And Potential Theory Modern And Classical
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Author : Palle Jorgensen
language : en
Publisher: World Scientific
Release Date : 2024-10-29
Brownian Motion And Potential Theory Modern And Classical written by Palle Jorgensen and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024-10-29 with Mathematics categories.
In this book, potential theory is presented in an inclusive and accessible manner, with the emphasis reaching from classical to modern, from analytic to probabilistic, and from Newtonian to abstract or axiomatic potential theory (including Dirichlet spaces). The reader is guided through stochastic analysis featuring Brownian motion in its early chapters to potential theory in its latter sections. This path covers the following themes: martingales, diffusion processes, semigroups and potential operators, analysis of super harmonic functions, Dirichlet problems, balayage, boundaries, and Green functions.The wide range of applications encompasses random walk models, especially reversible Markov processes, and statistical inference in machine learning models. However, the present volume considers the analysis from the point of view of function space theory, using Dirchlet energy as an inner product. This present volume is an expanded and revised version of an original set of lectures in the Aarhus University Mathematics Institute Lecture Note Series.
Brownian Motion And Potential Theory Modern And Classical
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Author : Palle Jorgensen
language : en
Publisher:
Release Date : 2024-11-09
Brownian Motion And Potential Theory Modern And Classical written by Palle Jorgensen and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024-11-09 with Mathematics categories.
In this book, potential theory is presented in an inclusive and accessible manner, with the emphasis reaching from classical to modern, from analytic to probabilistic, and from Newtonian to abstract or axiomatic potential theory (including Dirichlet spaces). The reader is guided through stochastic analysis featuring Brownian motion in its early chapters to potential theory in its latter sections. This path covers the following themes: martingales, diffusion processes, semigroups and potential operators, analysis of super harmonic functions, Dirichlet problems, balayage, boundaries, and Green functions. The wide range of applications encompasses random walk models, especially reversible Markov processes, and statistical inference in machine learning models. However, the present volume considers the analysis from the point of view of function space theory, using Dirchlet energy as an inner product. This present volume is an expanded and revised version of an original set of lectures in the Aarhus University Mathematics Institute Lecture Note Series.
Brownian Motion
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Author : Peter Mörters
language : en
Publisher: Cambridge University Press
Release Date : 2010-03-25
Brownian Motion written by Peter Mörters and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-03-25 with Mathematics categories.
This eagerly awaited textbook covers everything the graduate student in probability wants to know about Brownian motion, as well as the latest research in the area. Starting with the construction of Brownian motion, the book then proceeds to sample path properties like continuity and nowhere differentiability. Notions of fractal dimension are introduced early and are used throughout the book to describe fine properties of Brownian paths. The relation of Brownian motion and random walk is explored from several viewpoints, including a development of the theory of Brownian local times from random walk embeddings. Stochastic integration is introduced as a tool and an accessible treatment of the potential theory of Brownian motion clears the path for an extensive treatment of intersections of Brownian paths. An investigation of exceptional points on the Brownian path and an appendix on SLE processes, by Oded Schramm and Wendelin Werner, lead directly to recent research themes.
Classical Potential Theory And Its Probabilistic Counterpart
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Author : Joseph L. Doob
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Classical Potential Theory And Its Probabilistic Counterpart written by Joseph L. Doob and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.
From the reviews: "This huge book written in several years by one of the few mathematicians able to do it, appears as a precise and impressive study (not very easy to read) of this bothsided question that replaces, in a coherent way, without being encyclopaedic, a large library of books and papers scattered without a uniform language. Instead of summarizing the author gives his own way of exposition with original complements. This requires no preliminary knowledge. ...The purpose which the author explains in his introduction, i.e. a deep probabilistic interpretation of potential theory and a link between two great theories, appears fulfilled in a masterly manner". M. Brelot in Metrika (1986)
Classical Fine Potential Theory
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Author : Mohamed El Kadiri
language : en
Publisher: Springer Nature
Release Date : 2025-04-03
Classical Fine Potential Theory written by Mohamed El Kadiri and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2025-04-03 with Mathematics categories.
This comprehensive book explores the intricate realm of fine potential theory. Delving into the real theory, it navigates through harmonic and subharmonic functions, addressing the famed Dirichlet problem within finely open sets of R^n. These sets are defined relative to the coarsest topology on R^n, ensuring the continuity of all subharmonic functions. This theory underwent extensive scrutiny starting from the 1970s, particularly by Fuglede, within the classical or axiomatic framework of harmonic functions. The use of methods from fine potential theory has led to solutions of important classical problems and has allowed the discovery of elegant results for extension of classical holomorphic function to wider classes of “domains”. Moreover, this book extends its reach to the notion of plurisubharmonic and holomorphic functions within plurifinely open sets of C^n and its applications to pluripotential theory. These open sets are defined by coarsest topology that renders all plurisubharmonic functions continuous on C^n. The presentation is meticulously crafted to be largely self-contained, ensuring accessibility for readers at various levels of familiarity with the subject matter. Whether delving into the fundamentals or seeking advanced insights, this book is an indispensable reference for anyone intrigued by potential theory and its myriad applications. Organized into five chapters, the first four unravel the intricacies of fine potential theory, while the fifth chapter delves into plurifine pluripotential theory.
Markov Processes And Potential Theory
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Author :
language : en
Publisher: Academic Press
Release Date : 2011-08-29
Markov Processes And Potential Theory written by and has been published by Academic Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-08-29 with Mathematics categories.
Markov Processes and Potential Theory
Potential Theory Selected Topics
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Author : Hiroaki Aikawa
language : en
Publisher: Springer
Release Date : 2006-11-14
Potential Theory Selected Topics written by Hiroaki Aikawa and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-11-14 with Mathematics categories.
The first part of these lecture notes is an introduction to potential theory to prepare the reader for later parts, which can be used as the basis for a series of advanced lectures/seminars on potential theory/harmonic analysis. Topics covered in the book include minimal thinness, quasiadditivity of capacity, applications of singular integrals to potential theory, L(p)-capacity theory, fine limits of the Nagel-Stein boundary limit theorem and integrability of superharmonic functions. The notes are written for an audience familiar with the theory of integration, distributions and basic functional analysis.
Lectures From Markov Processes To Brownian Motion
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Author : Kai Lai Chung
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-11-11
Lectures From Markov Processes To Brownian Motion written by Kai Lai Chung and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-11-11 with Mathematics categories.
This book evolved from several stacks of lecture notes written over a decade and given in classes at slightly varying levels. In transforming the over lapping material into a book, I aimed at presenting some of the best features of the subject with a minimum of prerequisities and technicalities. (Needless to say, one man's technicality is another's professionalism. ) But a text frozen in print does not allow for the latitude of the classroom; and the tendency to expand becomes harder to curb without the constraints of time and audience. The result is that this volume contains more topics and details than I had intended, but I hope the forest is still visible with the trees. The book begins at the beginning with the Markov property, followed quickly by the introduction of option al times and martingales. These three topics in the discrete parameter setting are fully discussed in my book A Course In Probability Theory (second edition, Academic Press, 1974). The latter will be referred to throughout this book as the Course, and may be considered as a general background; its specific use is limited to the mate rial on discrete parameter martingale theory cited in § 1. 4. Apart from this and some dispensable references to Markov chains as examples, the book is self-contained.
Foundations Of Modern Probability
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Author : Olav Kallenberg
language : en
Publisher: Springer Nature
Release Date : 2021-02-07
Foundations Of Modern Probability written by Olav Kallenberg and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-02-07 with Mathematics categories.
The first edition of this single volume on the theory of probability has become a highly-praised standard reference for many areas of probability theory. Chapters from the first edition have been revised and corrected, and this edition contains four new chapters. New material covered includes multivariate and ratio ergodic theorems, shift coupling, Palm distributions, Harris recurrence, invariant measures, and strong and weak ergodicity.
Potential Theory
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Author : Jürgen Bliedtner
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Potential Theory written by Jürgen Bliedtner and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.
During the last thirty years potential theory has undergone a rapid development, much of which can still only be found in the original papers. This book deals with one part of this development, and has two aims. The first is to give a comprehensive account of the close connection between analytic and probabilistic potential theory with the notion of a balayage space appearing as a natural link. The second aim is to demonstrate the fundamental importance of this concept by using it to give a straight presentation of balayage theory which in turn is then applied to the Dirichlet problem. We have considered it to be beyond the scope of this book to treat further topics such as duality, ideal boundary and integral representation, energy and Dirichlet forms. The subject matter of this book originates in the relation between classical potential theory and the theory of Brownian motion. Both theories are linked with the Laplace operator. However, the deep connection between these two theories was first revealed in the papers of S. KAKUTANI [1], [2], [3], M. KAC [1] and J. L. DO DB [2] during the period 1944-54: This can be expressed by the·fact that the harmonic measures which occur in the solution of the Dirichlet problem are hitting distri butions for Brownian motion or, equivalently, that the positive hyperharmonic func tions for the Laplace equation are the excessive functions of the Brownian semi group.