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978-0-387-28696-9

Markov Processes, Brownian Motion, and Time Symmetry

Publication Date: 2005

ISBN: 978-0-387-28696-9

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The book consists of two parts. Part I,This part introduces strong Markov processes and their potential theory. In particular,it studies Brownian motion, and shows how it generates classical potential theory.Part II, focus on the effects of time reversal, duality, and time-symmetry on potential theory. Certain theorems in Part I are re-proved in Part II under slightly weaker hypotheses. The volume is very useful for people who wish to learn Markov processes but it seems to the reviewer that it is also of great interest to specialists in this area who could derive much stimulus from it. One can be convinced that it will receive wide circulation." (Mathematical Reviews)


Subject: Mathematics and Statistics, Brownian motion, Brownsche Bewegung, Hunt process, Markov, Markov chain, Markov process, Markowscher Prozess, Motion