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Classical Potential Theory and Its Probabilistic Counterpart (Grundlehren der mathematischen Wissenschaften) de J. L. Doob

Descripción - Reseña del editor 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.

Classical potential theory and its probabilistic counterpart get this from a library classical potential theory and its probabilistic counterpart 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 Classical potential theory and its probabilistic counterpart 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 Classical potential theory and its probabilistic counterpart classical potential theory and its probabilistic counterpart authors view affiliations j l doob book 324 citations 16k downloads part of the grundlehren der mathematischen wissenschaften book series gl, volume 262 log in to check access buy ebook usd 7499 lattices in classical potential theory and martingale theory j l doob

Classical potential theory and its probabilistic counterpart 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 Classical potential theory and its probabilistic counterpart from the reviews this huge book written in several years by one of the few mathematicians able to do it, appears as a precise and impressive study not very easy to read of this bothsided question that replaces, in a coherent way, without being encyclopaedic, a large library of books and papers Classical potential theory and its probabilistic counterpart classical potential theory and its probabilistic counterpart jl doob die grundlehren der mathematischen wissenschaften, 262 springerverlag, c1984 new york berlin

Detalles del Libro

• Name: Classical Potential Theory and Its Probabilistic Counterpart (Grundlehren der mathematischen Wissenschaften)
  
• Autor: J. L. Doob
  
• Categoria: Libros,Ciencias, tecnología y medicina,Matemáticas
  
• Tamaño del archivo: 8 MB
  
• Tipos de archivo: PDF Document
  
• Idioma: Español
  
• Archivos de estado: AVAILABLE
  

Descarga Classical Potential Theory and Its Probabilistic Counterpart (Grundlehren der mathematischen Wissenschaften) de J. L. Doob Libro PDF

Classical potential theory and its probabilistic counterpart classical and parabolic potential theory chapter i introduction to the mathematical background of classical potential theory 3 1 the context of greens identity 3 2 function averages 4 3 harmonic functions 4 4 maximumminimum theorem for harmonic functions 5 5 the fundamental kernel for rn and its potentials 6 6 gauss integral theorem 7 7 Classical potential theory and its probabilistic classical potential theory and its probabilistic counterpart classics in mathematics 1st ed 1984 reprint 2001 edition by joseph l doob author visit s joseph l doob page find all the books, read about the author, and more see search results for this author are you an Classical potential theory and its probabilistic classical potential theory and its probabilistic counterpart classics in mathematics joseph l doob download bok download books for free find books

Potential theory in classical probability springerlink these notes are an elementary introduction to classical potential theory and to its connection with probabilistic tools such as stochastic calculus and the markov property in particular we review the probabilistic interpretations of harmonicity, of the dirichlet problem, and of the poisson equation using brownian motion and stochastic calculus Classical potential theory and its probabilistic get this from a library classical potential theory and its probabilistic counterpart joseph l doob Classical potential theory and its probabilistic 图书classical potential theory and its probabilistic counterpart grundlehren der mathematischen wissenschaften 介绍书评论坛及推荐