Brownian Motion and Potential Theory, Modern and Classical by Palle Jorgensen, Murali Rao James Tian
Brownian Motion and Potential Theory, Modern and Classical by Palle Jorgensen, Murali Rao James Tian

Brownian Motion and Potential Theory, Modern and Classical

In this book, potential theory is presented in an inclusive and accessible manner, with the emphasis reaching...
$78.16 SGD
$78.16 SGD
SKU: 9789811294778
Product Type: Books
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Author: Murali Rao James Tian Palle Jorgensen
Format: Paperback
Language: English
Subtotal: $78.16
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Brownian Motion and Potential Theory, Modern and Classical by Palle Jorgensen, Murali Rao James Tian

Brownian Motion and Potential Theory, Modern and Classical

$78.16
Brownian Motion and Potential Theory, Modern and Classical by Palle Jorgensen, Murali Rao James Tian

Brownian Motion and Potential Theory, Modern and Classical

$78.16
Author: Murali Rao James Tian Palle Jorgensen
Format: Paperback
Language: English
Description
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.

Author: Murali Rao James Tian Palle Jorgensen
Publisher: World Scientific Publishing Company
Published: 11/09/2024
Pages: 260
Binding Type: Paperback
Weight: 0.78lbs
Size: 9.00h x 6.00w x 0.55d
ISBN: 9789811294778
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