Markov Processes And Potential Theory
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Markov Processes And Potential Theory
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Author : Robert McCallum Blumenthal
language : en
Publisher: Courier Corporation
Release Date : 2007-01-01
Markov Processes And Potential Theory written by Robert McCallum Blumenthal and has been published by Courier Corporation this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-01-01 with Mathematics categories.
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.
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
Markov Processes And Potential Theory
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Author : Robert McCallum Blumenthal
language : en
Publisher:
Release Date : 1968
Markov Processes And Potential Theory written by Robert McCallum Blumenthal and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1968 with Markov processes categories.
Pseudo Differential Operators Markov Processes
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Author : Niels Jacob
language : en
Publisher: Imperial College Press
Release Date : 2005
Pseudo Differential Operators Markov Processes written by Niels Jacob and has been published by Imperial College Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005 with Mathematics categories.
This volume concentrates on how to construct a Markov process by starting with a suitable pseudo-differential operator. Feller processes, Hunt processes associated with Lp-sub-Markovian semigroups and processes constructed by using the Martingale problem are at the center of the considerations. The potential theory of these processes is further developed and applications are discussed. Due to the non-locality of the generators, the processes are jump processes and their relations to Levy processes are investigated. Special emphasis is given to the symbol of a process, a notion which generalizes that of the characteristic exponent of a Levy process and provides a natural link to pseudo-differential operator theory.
Markov Processes And Potential Theory
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Author : BLUMENTHAL - GETOOR
language : en
Publisher:
Release Date : 1968
Markov Processes And Potential Theory written by BLUMENTHAL - GETOOR and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1968 with categories.
Classical Potential Theory And Its Probabilistic Counterpart
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Author : Joseph L. Doob
language : en
Publisher: Springer Science & Business Media
Release Date : 2001-01-12
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 2001-01-12 with Mathematics categories.
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 the heat equation, and Part 2 develops those parts (martingales and Brownian motion) of stochastic process theory which are closely related to Part 1". --G.E.H. Reuter in Short Book Reviews (1985)
Potential Theory
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Author : Lester L. Helms
language : en
Publisher: Springer Science & Business Media
Release Date : 2014-04-10
Potential Theory written by Lester L. Helms 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 2014-04-10 with Mathematics categories.
Potential Theory presents a clear path from calculus to classical potential theory and beyond, with the aim of moving the reader into the area of mathematical research as quickly as possible. The subject matter is developed from first principles using only calculus. Commencing with the inverse square law for gravitational and electromagnetic forces and the divergence theorem, the author develops methods for constructing solutions of Laplace's equation on a region with prescribed values on the boundary of the region. The latter half of the book addresses more advanced material aimed at those with the background of a senior undergraduate or beginning graduate course in real analysis. Starting with solutions of the Dirichlet problem subject to mixed boundary conditions on the simplest of regions, methods of morphing such solutions onto solutions of Poisson's equation on more general regions are developed using diffeomorphisms and the Perron-Wiener-Brelot method, culminating in application to Brownian motion. In this new edition, many exercises have been added to reconnect the subject matter to the physical sciences. This book will undoubtedly be useful to graduate students and researchers in mathematics, physics and engineering.
Markov Processes And Potential Theory
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Author : Joshua Chover
language : en
Publisher:
Release Date : 1967
Markov Processes And Potential Theory written by Joshua Chover and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1967 with Markov processes categories.
Markov Processes And Potential Theory Proceedings Of A Symposium Conducted By The Mathematics Research Center And The United States Army At The University Of Wisconsin Madison May 1st 3rd 1967
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Author : madison Symposium on markov processes and potential theory (1967.c)
language : en
Publisher:
Release Date : 1967
Markov Processes And Potential Theory Proceedings Of A Symposium Conducted By The Mathematics Research Center And The United States Army At The University Of Wisconsin Madison May 1st 3rd 1967 written by madison Symposium on markov processes and potential theory (1967.c) and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1967 with categories.
Semi Dirichlet Forms And Markov Processes
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Author : Yoichi Oshima
language : en
Publisher: Walter de Gruyter
Release Date : 2013-04-30
Semi Dirichlet Forms And Markov Processes written by Yoichi Oshima and has been published by Walter de Gruyter this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-04-30 with Mathematics categories.
This book deals with analytic treatments of Markov processes. Symmetric Dirichlet forms and their associated Markov processes are important and powerful tools in the theory of Markov processes and their applications. The theory is well studied and used in various fields. In this monograph, we intend to generalize the theory to non-symmetric and time dependent semi-Dirichlet forms. By this generalization, we can cover the wide class of Markov processes and analytic theory which do not possess the dual Markov processes. In particular, under the semi-Dirichlet form setting, the stochastic calculus is not well established yet. In this monograph, we intend to give an introduction to such calculus. Furthermore, basic examples different from the symmetric cases are given. The text is written for graduate students, but also researchers.