UID:
almahu_9947366683902882
Format:
1 online resource (325 p.)
ISBN:
1-281-76640-2
,
9786611766405
,
0-08-087341-3
Series Statement:
Pure and applied mathematics; a series of monographs and textbooks ; 29
Content:
Markov processes and potential theory
Note:
Description based upon print version of record.
,
Front Cover; Markov Processes and Potential Theory; Copyright Page; Contents; Preface; Chapter 0. Preliminaries; 1. Notation; 2. The Monotone Class Theorem; 3. Topological Spaces; Chapter I. Markov Processes; 1. General Definitions; 2. Transition Functions; 3. General Definitions Continued; 4. Equivalent Processes; 5. The Measures Pμ; 6. Stopping Times; 7. Stopping Times for Markov Processes; 8. The Strong Markov Property; 9. Standard Processes; 10. Measurability of Hitting Times; 11. Further Properties of Hitting Times; 12. Regular Step Processes; Chapter ll. Excessive Functions
,
1. Introduction2. Excessive Functions; 3. Exceptional Sets; 4. The Fine Topology; 5. Alternative Characterization of Excessive Functions; Chapter lll. Multiplicative Functionals and Subprocesses; 1. Multiplicative Functionals; 2. Subordinate Semigroups; 3. Subprocesses; 4. Resolvents and Strong Multiplicative Functionals; 5. Excessive Functions; 6. A Theorem of Hunt; Chapter IV. Additive Functionals and Their Potentials; 1. Additive Functionals; 2. Potentials of Additive Functionals; 3. Potentials of Continuous Additive Functionals; 4. Potentials of Natural Additive Functionals
,
5. Classification of Excessive FunctionsChapter V. Further Properties of Continuous Additive Functionals; 1. Reference Measures; 2. Continuous Additive Functionals; 3. Fine Supports and Local Times; 4. Balayage of Additive Functionals; 5. Processes with Identical Hitting Distributions; Chapter VI. Dual Processes and Potential Theory; 1. Dual Processes; 2. Potentials of Measures; 3. Potentials of Additive Functionals; 4. Capacity and Related Topics; Notes and Comments; Bibliography; Index of Notation; Subject Index
Additional Edition:
ISBN 0-12-374572-1
Language:
English
