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Author : Lucian Beznea
Publisher : Springer Science & Business Media
Page : 372 pages
File Size : 21,83 MB
Release : 2012-11-02
Category : Mathematics
ISBN : 1402024975
Further results are related to the subordination operators and measure perturbations. The subject matter is supplied with a probabilistic counterpart, involving the homogeneous random measures, multiplicative, left and co-natural additive functionals."--Jacket.
Author : Lucian Beznea
Publisher :
Page : 380 pages
File Size : 35,47 MB
Release : 2014-09-01
Category :
ISBN : 9789401570398
Author :
Publisher : Academic Press
Page : 325 pages
File Size : 28,13 MB
Release : 2011-08-29
Category : Mathematics
ISBN : 0080873413
Markov Processes and Potential Theory
Author : Lester L. Helms
Publisher : Springer Science & Business Media
Page : 494 pages
File Size : 25,24 MB
Release : 2014-04-10
Category : Mathematics
ISBN : 1447164229
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 research as quickly as possible. The subject matter is developed from first principles using only calculus. Commencing with the inverse square law for gravitational and electromagnetic forces and the divergence theorem, the author develops methods for constructing solutions of Laplace's equation on a region with prescribed values on the boundary of the region. The latter half of the book addresses more advanced material aimed at those with the background of a senior undergraduate or beginning graduate course in real analysis. Starting with solutions of the Dirichlet problem subject to mixed boundary conditions on the simplest of regions, methods of morphing such solutions onto solutions of Poisson's equation on more general regions are developed using diffeomorphisms and the Perron-Wiener-Brelot method, culminating in application to Brownian motion. In this new edition, many exercises have been added to reconnect the subject matter to the physical sciences. This book will undoubtedly be useful to graduate students and researchers in mathematics, physics and engineering.
Author : Krzysztof Bogdan
Publisher : Springer Science & Business Media
Page : 200 pages
File Size : 49,92 MB
Release : 2009-07-14
Category : Mathematics
ISBN : 3642021417
Stable Lévy processes and related stochastic processes play an important role in stochastic modelling in applied sciences, in particular in financial mathematics. This book is about the potential theory of stable stochastic processes. It also deals with related topics, such as the subordinate Brownian motions (including the relativistic process) and Feynman–Kac semigroups generated by certain Schrödinger operators. The authors focus on classes of stable and related processes that contain the Brownian motion as a special case. This is the first book devoted to the probabilistic potential theory of stable stochastic processes, and, from the analytical point of view, of the fractional Laplacian. The introduction is accessible to non-specialists and provides a general presentation of the fundamental objects of the theory. Besides recent and deep scientific results the book also provides a didactic approach to its topic, as all chapters have been tested on a wide audience, including young mathematicians at a CNRS/HARP Workshop, Angers 2006. The reader will gain insight into the modern theory of stable and related processes and their potential analysis with a theoretical motivation for the study of their fine properties.
Author : J. L. Doob
Publisher : Springer Science & Business Media
Page : 865 pages
File Size : 14,71 MB
Release : 2012-12-06
Category : Mathematics
ISBN : 1461252083
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.
Author : Kalyan Kumar Roy
Publisher : Springer Science & Business Media
Page : 661 pages
File Size : 42,4 MB
Release : 2007-11-15
Category : Science
ISBN : 354072334X
This book introduces the principles of gravitational, magnetic, electrostatic, direct current electrical and electromagnetic fields, with detailed solutions of Laplace and electromagnetic wave equations by the method of separation of variables. Discussion includes behaviours of the scalar and vector potential and the nature of the solutions of these boundary value problems, along with the use of complex variables and conformal transformation, Green's theorem, Green's formula and Green's functions.
Author : Andre Boivin
Publisher : American Mathematical Soc.
Page : 347 pages
File Size : 25,32 MB
Release : 2012
Category : Mathematics
ISBN : 0821891731
This is the proceedings volume of an international conference entitled Complex Analysis and Potential Theory, which was held to honor the important contributions of two influential analysts, Kohur N. GowriSankaran and Paul M. Gauthier, in June 2011 at the Centre de Recherches Mathematiques (CRM) in Montreal. More than fifty mathematicians from fifteen countries participated in the conference. The twenty-four surveys and research articles contained in this book are based on the lectures given by some of the most established specialists in the fields. They reflect the wide breadth of research interests of the two honorees: from potential theory on trees to approximation on Riemann surfaces, from universality to inner and outer functions and the disc algebra, from branching processes to harmonic extension and capacities, from harmonic mappings and the Harnack principle to integration formulae in $\mathbb {C}^n$ and the Hartogs phenomenon, from fine harmonicity and plurisubharmonic functions to the binomial identity and the Riemann hypothesis, and more. This volume will be a valuable resource for specialists, young researchers, and graduate students from both fields, complex analysis and potential theory. It will foster further cooperation and the exchange of ideas and techniques to find new research perspectives.
Author : C. van den Berg
Publisher : Springer Science & Business Media
Page : 205 pages
File Size : 12,26 MB
Release : 2012-12-06
Category : Mathematics
ISBN : 3642661289
Classical potential theory can be roughly characterized as the study of Newtonian potentials and the Laplace operator on the Euclidean space JR3. It was discovered around 1930 that there is a profound connection between classical potential 3 theory and the theory of Brownian motion in JR . The Brownian motion is determined by its semigroup of transition probabilities, the Brownian semigroup, and the connection between classical potential theory and the theory of Brownian motion can be described analytically in the following way: The Laplace operator is the infinitesimal generator for the Brownian semigroup and the Newtonian potential kernel is the" integral" of the Brownian semigroup with respect to time. This connection between classical potential theory and the theory of Brownian motion led Hunt (cf. Hunt [2]) to consider general "potential theories" defined in terms of certain stochastic processes or equivalently in terms of certain semi groups of operators on spaces of functions. The purpose of the present exposition is to study such general potential theories where the following aspects of classical potential theory are preserved: (i) The theory is defined on a locally compact abelian group. (ii) The theory is translation invariant in the sense that any translate of a potential or a harmonic function is again a potential, respectively a harmonic function; this property of classical potential theory can also be expressed by saying that the Laplace operator is a differential operator with constant co efficients.
Author : Joseph Glover
Publisher :
Page : 132 pages
File Size : 19,43 MB
Release : 1978
Category : Duality theory (Mathematics)
ISBN :