Brownian Motion And Potential Theory, Modern And Classical

Language: English

Published by World Scientific Publishing Co Pte Ltd, SG, 2024

9811294771 / 9789811294778

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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.

Seller Inventory # LU-9789811294778

Title
Brownian Motion And Potential Theory, Modern And Classical
Author
James Tian, Palle Jorgensen, Murali Rao
Publisher
World Scientific Publishing Co Pte Ltd, SG
Publication year
2024
Condition
New
Binding
Paperback
Language
English
ISBN 10
9811294771
ISBN 13
9789811294778

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