Markov Processes and Potential Theory (Dover Books on Mathematics) by Robert M. Blumenthal (PDF)

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 Exercises appear throughout the text, and a selection of notes and comments features historical references and credits.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 Emeritus of Mathematics at the University of Washington, and Ronald K. Getoor is Professor Emeritus of Mathematics at the University of California at San Diego.

User’s Reviews

Reviews from Amazon users which were colected at the time this book was published on the website:

⭐The book is now a classic, a pillar of stochastic processes, probability theory, and pure and applied math, a crown jewel of civilization. But it is not elementary reading and, instead, need a good background probability based on measure theory from, say, authors such as J. Neveu, L. Breiman, K. Chung, or M. Loeve. More background in pure and applied math from mathematical finance, classic potential theory in physics, and more would be quite helpful.

⭐Classical book. For advanced level researchers.

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