Markov Processes and Potential Theory (Dover Books on Mathematics)

Product Description

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 Exercises appear throughout the text, and a selection of notes and comments features historical references and credits.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 Emeritu…