Brownian Motion And Potential Theory, Modern And Classical
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A01=James Tian
A01=Murali Rao
A01=Palle Jorgensen
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Author_James Tian
Author_Murali Rao
Author_Palle Jorgensen
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Boundary Value Problems
Brownian Motion
Capacity Theory
Category1=Non-Fiction
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Category=PBKF
COP=Singapore
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Diffusion Equations
Dirichlet Problems
Dynkin's Formula
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Gaussian Processes
Green Functions
Harmonic Functions
Ito Calculus
Language_English
Markov Processes
Martingales
Mathematical Analysis
Operator Semigroups
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Potential Theory
Price_€50 to €100
Probabilistic Potential Theory
PS=Forthcoming
Riesz Measures
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Stochastic Differential Equations
Stochastic Processes
Superharmonic Functions
Product details
- ISBN 9789811294310
- Publication Date: 15 Nov 2024
- Publisher: World Scientific Publishing Co Pte Ltd
- Publication City/Country: SG
- Product Form: Hardback
- Language: English
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In this book, potential theory is presented in an inclusive and accessible manner, with the emphasis reaching from classical to modern, from analytic to probabilistic, and from Newtonian to abstract or axiomatic potential theory (including Dirichlet spaces). The reader is guided through stochastic analysis featuring Brownian motion in its early chapters to potential theory in its latter sections. This path covers the following themes: martingales, diffusion processes, semigroups and potential operators, analysis of super harmonic functions, Dirichlet problems, balayage, boundaries, and Green functions.The wide range of applications encompasses random walk models, especially reversible Markov processes, and statistical inference in machine learning models. However, the present volume considers the analysis from the point of view of function space theory, using Dirchlet energy as an inner product. This present volume is an expanded and revised version of an original set of lectures in the Aarhus University Mathematics Institute Lecture Note Series.
