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Probabilities and potential C
Authors: ---
ISBN: 1281793183 9786611793180 008087262X 0444703861 9780444703866 9780080872629 Year: 1988 Publisher: Amsterdam New York Elsevier

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Abstract

This third volume of the monograph examines potential theory. The first chapter develops potential theory with respect to a single kernel (or discrete time semigroup). All the essential ideas of the theory are presented: excessive functions, reductions, sweeping, maximum principle. The second chapter begins with a study of the notion of reduction in the most general situation possible - the ``gambling house'' of Dubins and Savage. The beautiful results presented have never been made accessible to a wide public. These are then connected with the theory of sweeping with respect to a cone of cont

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