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Technical Probabilities and Potential: Potential Theory for Discrete and Continuous Semigroups

Posted on 2010-04-14




Name:Technical Probabilities and Potential: Potential Theory for Discrete and Continuous Semigroups
ASIN/ISBN:0444703861
Publisher:Elsevier Science Publishing Company
Publish Date:1988
Pages:416 pages
File size:5.1 Mb
Publish Date: 1988
ISBN: 0444703861
Pages: 416 pages
File Size: 5,1 MB
Other Info: Elsevier Science Publishing Company; Djvu
   Technical Probabilities and Potential: Potential Theory for Discrete and Continuous Semigroups

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P. A. Meyer, C. Dellacherie, Claude Dellacherie, "Probabilities and Potential: Potential Theory for Discrete and Continuous Semigroups"

Summary: Almost a must

Rating: 5

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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