Potential Theory Of Random Processes
Download Potential Theory Of Random Processes full books in PDF, epub, and Kindle. Read online free Potential Theory Of Random Processes ebook anywhere anytime directly on your device. Fast Download speed and no annoying ads.
Author |
: M. Picardello |
Publisher |
: Cambridge University Press |
Total Pages |
: 378 |
Release |
: 1999-11-18 |
ISBN-10 |
: 0521773121 |
ISBN-13 |
: 9780521773126 |
Rating |
: 4/5 (21 Downloads) |
Synopsis Random Walks and Discrete Potential Theory by : M. Picardello
Comprehensive and interdisciplinary text covering the interplay between random walks and structure theory.
Author |
: Joseph L. Doob |
Publisher |
: Springer Science & Business Media |
Total Pages |
: 866 |
Release |
: 2012-12-06 |
ISBN-10 |
: 9783642565731 |
ISBN-13 |
: 3642565735 |
Rating |
: 4/5 (31 Downloads) |
Synopsis Classical Potential Theory and Its Probabilistic Counterpart by : Joseph L. Doob
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)
Author |
: Michael Fochler |
Publisher |
: |
Total Pages |
: 352 |
Release |
: 1983 |
ISBN-10 |
: UCSD:31822001520568 |
ISBN-13 |
: |
Rating |
: 4/5 (68 Downloads) |
Synopsis Potential Theory of Random Processes by : Michael Fochler
Author |
: Lucian Beznea |
Publisher |
: |
Total Pages |
: 380 |
Release |
: 2014-09-01 |
ISBN-10 |
: 9401570396 |
ISBN-13 |
: 9789401570398 |
Rating |
: 4/5 (96 Downloads) |
Synopsis Potential Theory and Right Processes by : Lucian Beznea
Author |
: Philippe Biane |
Publisher |
: Springer Science & Business Media |
Total Pages |
: 467 |
Release |
: 2008-09-23 |
ISBN-10 |
: 9783540693642 |
ISBN-13 |
: 3540693645 |
Rating |
: 4/5 (42 Downloads) |
Synopsis Quantum Potential Theory by : Philippe Biane
This book offers the revised and completed notes of lectures given at the 2007 conference, "Quantum Potential Theory: Structures and Applications to Physics." These lectures provide an introduction to the theory and discuss various applications.
Author |
: J. L. Doob |
Publisher |
: Wiley-Interscience |
Total Pages |
: 672 |
Release |
: 1990-01-25 |
ISBN-10 |
: UCAL:B4062876 |
ISBN-13 |
: |
Rating |
: 4/5 (76 Downloads) |
Synopsis Stochastic Processes by : J. L. Doob
The theory of stochastic processes has developed so much in the last twenty years that the need for a systematic account of the subject has been felt, particularly by students and instructors of probability. This book fills that need. While even elementary definitions and theorems are stated in detail, this is not recommended as a first text in probability and there has been no compromise with the mathematics of probability. Since readers complained that omission of certain mathematical detail increased the obscurity of the subject, the text contains various mathematical points that might otherwise seem extraneous. A supplement includes a treatment of the various aspects of measure theory. A chapter on the specialized problem of prediction theory has also been included and references to the literature and historical remarks have been collected in the Appendix.
Author |
: Krzysztof Bogdan |
Publisher |
: Springer Science & Business Media |
Total Pages |
: 200 |
Release |
: 2009-07-14 |
ISBN-10 |
: 9783642021411 |
ISBN-13 |
: 3642021417 |
Rating |
: 4/5 (11 Downloads) |
Synopsis Potential Analysis of Stable Processes and its Extensions by : Krzysztof Bogdan
Stable Lévy processes and related stochastic processes play an important role in stochastic modelling in applied sciences, in particular in financial mathematics. This book is about the potential theory of stable stochastic processes. It also deals with related topics, such as the subordinate Brownian motions (including the relativistic process) and Feynman–Kac semigroups generated by certain Schrödinger operators. The authors focus on classes of stable and related processes that contain the Brownian motion as a special case. This is the first book devoted to the probabilistic potential theory of stable stochastic processes, and, from the analytical point of view, of the fractional Laplacian. The introduction is accessible to non-specialists and provides a general presentation of the fundamental objects of the theory. Besides recent and deep scientific results the book also provides a didactic approach to its topic, as all chapters have been tested on a wide audience, including young mathematicians at a CNRS/HARP Workshop, Angers 2006. The reader will gain insight into the modern theory of stable and related processes and their potential analysis with a theoretical motivation for the study of their fine properties.
Author |
: J. L. Doob |
Publisher |
: Springer Science & Business Media |
Total Pages |
: 865 |
Release |
: 2012-12-06 |
ISBN-10 |
: 9781461252085 |
ISBN-13 |
: 1461252083 |
Rating |
: 4/5 (85 Downloads) |
Synopsis Classical Potential Theory and Its Probabilistic Counterpart by : J. L. Doob
Potential theory and certain aspects of probability theory are intimately related, perhaps most obviously in that the transition function determining a Markov process can be used to define the Green function of a potential theory. Thus it is possible to define and develop many potential theoretic concepts probabilistically, a procedure potential theorists observe withjaun diced eyes in view of the fact that now as in the past their subject provides the motivation for much of Markov process theory. However that may be it is clear that certain concepts in potential theory correspond closely to concepts in probability theory, specifically to concepts in martingale theory. For example, superharmonic functions correspond to supermartingales. More specifically: the Fatou type boundary limit theorems in potential theory correspond to supermartingale convergence theorems; the limit properties of monotone sequences of superharmonic functions correspond surprisingly closely to limit properties of monotone sequences of super martingales; certain positive superharmonic functions [supermartingales] are called "potentials," have associated measures in their respective theories and are subject to domination principles (inequalities) involving the supports of those measures; in each theory there is a reduction operation whose properties are the same in the two theories and these reductions induce sweeping (balayage) of the measures associated with potentials, and so on.
Author |
: Oliver Dimon Kellogg |
Publisher |
: Courier Corporation |
Total Pages |
: 404 |
Release |
: 1953-01-01 |
ISBN-10 |
: 0486601447 |
ISBN-13 |
: 9780486601441 |
Rating |
: 4/5 (47 Downloads) |
Synopsis Foundations of Potential Theory by : Oliver Dimon Kellogg
Introduction to fundamentals of potential functions covers the force of gravity, fields of force, potentials, harmonic functions, electric images and Green's function, sequences of harmonic functions, fundamental existence theorems, the logarithmic potential, and much more. Detailed proofs rigorously worked out. 1929 edition.
Author |
: Josef Kral |
Publisher |
: Springer |
Total Pages |
: 276 |
Release |
: 2007-02-08 |
ISBN-10 |
: 9783540459521 |
ISBN-13 |
: 3540459529 |
Rating |
: 4/5 (21 Downloads) |
Synopsis Potential Theory, Surveys and Problems by : Josef Kral
The volume comprises eleven survey papers based on survey lectures delivered at the Conference in Prague in July 1987, which covered various facets of potential theory, including its applications in other areas. The survey papers deal with both classical and abstract potential theory and its relations to partial differential equations, stochastic processes and other branches such as numerical analysis and topology. A collection of problems from potential theory, compiled on the occasion of the conference, is included, with additional commentaries, in the second part of this volume.