Markov Processes and Potential Theory

This graduate-level text explores the relationship between Markov processes and potential theory, in addition to aspects of the theory of additive functionals.

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 t

DIVAn investigation of the logical foundations of the theory behind Markov random processes, this text explores subprocesses, transition functions, and conditio

Potential Theory presents a clear path from calculus to classical potential theory and beyond, with the aim of moving the reader into the area of mathematical r