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Science/Engineering Probabilities & Potential: Potential Theory for Discrete & Continuous Semigroups (North-Holland Mathematics Studies)

Posted on 2010-03-15




Name:Science/Engineering Probabilities & Potential: Potential Theory for Discrete & Continuous Semigroups (North-Holland Mathematics Studies)
ASIN/ISBN:0444703861
Language:English
File size:5 Mb
ISBN: 0444703861
Publish Date: 1988-04
File Type: PDF
Pages: 416 pages
File Size: 5 Mb
Other Info: Elsevier Science Publishing Company
   Science/Engineering Probabilities & Potential: Potential Theory for Discrete & Continuous Semigroups (North-Holland Mathematics Studies)



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Probabilities & Potential: Potential Theory for Discrete & Continuous Semigroups (North-Holland Mathematics Studies)

This is a classic, read and cited by many. In describing monographs on stochastic processes, Jacod and Shiryaev (1987) call it ``the very complete book", and Ethier and Kurtz (1986) - ``most recent presentation". Actually, it is even difficult to find a serious book on the subject that does not cite the volumes of Dellacherie and Meyer. Despite its age, this monograph is still almost a must for anybody who works in stochastic processes. It is too bad it is out of print.

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