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Brownian Motion And Classical Potential Theory
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Book Synopsis Brownian Motion and Classical Potential Theory by : Sidney Port
Download or read book Brownian Motion and Classical Potential Theory written by Sidney Port and published by Elsevier. This book was released on 2012-12-02 with total page 251 pages. Available in PDF, EPUB and Kindle. Book excerpt: Brownian Motion and Classical Potential Theory is a six-chapter text that discusses the connection between Brownian motion and classical potential theory. The first three chapters of this book highlight the developing properties of Brownian motion with results from potential theory. The subsequent chapters are devoted to the harmonic and superharmonic functions, as well as the Dirichlet problem. These topics are followed by a discussion on the transient potential theory of Green potentials, with an emphasis on the Newtonian potentials, as well as the recurrent potential theory of logarithmic potentials. The last chapters deal with the application of Brownian motion to obtain the main theorems of classical potential theory. This book will be of value to physicists, chemists, and biologists.
Book Synopsis Brownian Motion and Classical Potential Theory by : Murali Rao
Download or read book Brownian Motion and Classical Potential Theory written by Murali Rao and published by . This book was released on 1977 with total page 316 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Classical Potential Theory and Its Probabilistic Counterpart by : J. L. Doob
Download or read book Classical Potential Theory and Its Probabilistic Counterpart written by J. L. Doob and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 865 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Book Synopsis Brownian Motion and Classical Potential Theory by : Murali Rao
Download or read book Brownian Motion and Classical Potential Theory written by Murali Rao and published by . This book was released on 1977 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Classical and Modern Potential Theory and Applications by : K. GowriSankaran
Download or read book Classical and Modern Potential Theory and Applications written by K. GowriSankaran and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 467 pages. Available in PDF, EPUB and Kindle. Book excerpt: Proceedings of the NATO Advanced Research Workshop, Château de Bonas, France, July 25--31, 1993
Book Synopsis Potential Theory on Locally Compact Abelian Groups by : C. van den Berg
Download or read book Potential Theory on Locally Compact Abelian Groups written by C. van den Berg and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 205 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Book Synopsis Potential Theory by : Jürgen Bliedtner
Download or read book Potential Theory written by Jürgen Bliedtner and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 448 pages. Available in PDF, EPUB and Kindle. Book excerpt: During the last thirty years potential theory has undergone a rapid development, much of which can still only be found in the original papers. This book deals with one part of this development, and has two aims. The first is to give a comprehensive account of the close connection between analytic and probabilistic potential theory with the notion of a balayage space appearing as a natural link. The second aim is to demonstrate the fundamental importance of this concept by using it to give a straight presentation of balayage theory which in turn is then applied to the Dirichlet problem. We have considered it to be beyond the scope of this book to treat further topics such as duality, ideal boundary and integral representation, energy and Dirichlet forms. The subject matter of this book originates in the relation between classical potential theory and the theory of Brownian motion. Both theories are linked with the Laplace operator. However, the deep connection between these two theories was first revealed in the papers of S. KAKUTANI [1], [2], [3], M. KAC [1] and J. L. DO DB [2] during the period 1944-54: This can be expressed by the·fact that the harmonic measures which occur in the solution of the Dirichlet problem are hitting distri butions for Brownian motion or, equivalently, that the positive hyperharmonic func tions for the Laplace equation are the excessive functions of the Brownian semi group.
Book Synopsis Potential Theory by : Lester L. Helms
Download or read book Potential Theory written by Lester L. Helms and published by Springer Science & Business Media. This book was released on 2014-04-10 with total page 494 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Book Synopsis Probability Theory by : Lucien Marie Le Cam
Download or read book Probability Theory written by Lucien Marie Le Cam and published by Univ of California Press. This book was released on 1972 with total page 744 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Classical Potential Theory by : David H. Armitage
Download or read book Classical Potential Theory written by David H. Armitage and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 343 pages. Available in PDF, EPUB and Kindle. Book excerpt: A long-awaited, updated introductory text by the world leaders in potential theory. This essential reference work covers all aspects of this major field of mathematical research, from basic theory and exercises to more advanced topological ideas. The largely self-contained presentation makes it basically accessible to graduate students.
Download or read book Brownian Motion written by Peter Mörters and published by Cambridge University Press. This book was released on 2010-03-25 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: This eagerly awaited textbook covers everything the graduate student in probability wants to know about Brownian motion, as well as the latest research in the area. Starting with the construction of Brownian motion, the book then proceeds to sample path properties like continuity and nowhere differentiability. Notions of fractal dimension are introduced early and are used throughout the book to describe fine properties of Brownian paths. The relation of Brownian motion and random walk is explored from several viewpoints, including a development of the theory of Brownian local times from random walk embeddings. Stochastic integration is introduced as a tool and an accessible treatment of the potential theory of Brownian motion clears the path for an extensive treatment of intersections of Brownian paths. An investigation of exceptional points on the Brownian path and an appendix on SLE processes, by Oded Schramm and Wendelin Werner, lead directly to recent research themes.
Book Synopsis From Brownian Motion to Schrödinger’s Equation by : Kai L. Chung
Download or read book From Brownian Motion to Schrödinger’s Equation written by Kai L. Chung and published by Springer Science & Business Media. This book was released on 2001-07-31 with total page 312 pages. Available in PDF, EPUB and Kindle. Book excerpt: In recent years, the study of the theory of Brownian motion has become a powerful tool in the solution of problems in mathematical physics. This self-contained and readable exposition by leading authors, provides a rigorous account of the subject, emphasizing the "explicit" rather than the "concise" where necessary, and addressed to readers interested in probability theory as applied to analysis and mathematical physics. A distinctive feature of the methods used is the ubiquitous appearance of stopping time. The book contains much original research by the authors (some of which published here for the first time) as well as detailed and improved versions of relevant important results by other authors, not easily accessible in existing literature.
Book Synopsis Markov processes and potential theory by :
Download or read book Markov processes and potential theory written by and published by Academic Press. This book was released on 2011-08-29 with total page 312 pages. Available in PDF, EPUB and Kindle. Book excerpt: Markov Processes and Potential Theory
Book Synopsis Dynamical Theories of Brownian Motion by : Edward Nelson
Download or read book Dynamical Theories of Brownian Motion written by Edward Nelson and published by Princeton University Press. This book was released on 2020-10-06 with total page 148 pages. Available in PDF, EPUB and Kindle. Book excerpt: These notes are based on a course of lectures given by Professor Nelson at Princeton during the spring term of 1966. The subject of Brownian motion has long been of interest in mathematical probability. In these lectures, Professor Nelson traces the history of earlier work in Brownian motion, both the mathematical theory, and the natural phenomenon with its physical interpretations. He continues through recent dynamical theories of Brownian motion, and concludes with a discussion of the relevance of these theories to quantum field theory and quantum statistical mechanics.
Book Synopsis Quantum Potential Theory by : Philippe Biane
Download or read book Quantum Potential Theory written by Philippe Biane and published by Springer. This book was released on 2008-10-16 with total page 464 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book offers the revised and completed notes of lectures given at the 2007 conference, "Quantum Potential Theory: Structures and Applications to Physics." These lectures provide an introduction to the theory and discuss various applications.
Book Synopsis Green, Brown, and Probability by : Kai Lai Chung
Download or read book Green, Brown, and Probability written by Kai Lai Chung and published by World Scientific. This book was released on 1995 with total page 124 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume shows modern probabilistic methods in action: Brownian Motion Process as applied to the electrical phenomena investigated by Green et al., beginning with the Newton-Coulomb potential and ending with solutions by first and last exits of Brownian paths from conductors.
Book Synopsis Stochastic Calculus for Fractional Brownian Motion and Applications by : Francesca Biagini
Download or read book Stochastic Calculus for Fractional Brownian Motion and Applications written by Francesca Biagini and published by Springer Science & Business Media. This book was released on 2008-02-17 with total page 331 pages. Available in PDF, EPUB and Kindle. Book excerpt: The purpose of this book is to present a comprehensive account of the different definitions of stochastic integration for fBm, and to give applications of the resulting theory. Particular emphasis is placed on studying the relations between the different approaches. Readers are assumed to be familiar with probability theory and stochastic analysis, although the mathematical techniques used in the book are thoroughly exposed and some of the necessary prerequisites, such as classical white noise theory and fractional calculus, are recalled in the appendices. This book will be a valuable reference for graduate students and researchers in mathematics, biology, meteorology, physics, engineering and finance.
