Brownian Motion And Potential Theory Modern And Classical - JORGENSEN PALLE

In This Book, Potential Theory Is Presented In An Inclusive And Accessible Manner, With The Emphasis Reaching From Classical To Modern, From Analytic To Probabilistic, And From Newtonian To Abstract Or Axiomatic Potential Theory (including Dirichlet Spaces). The Reader Is Guided Through Stochastic Analysis Featuring Brownian Motion In Its Early Chapters To Potential Theory In Its Latter Sections. This Path Covers The Following Themes: Martingales, Diffusion Processes, Semigroups And Potential Operators, Analysis Of Super Harmonic Functions, Dirichlet Problems, Balayage, Boundaries, And Green Functions.the Wide Range Of Applications Encompasses Random Walk Models, Especially Reversible Markov Processes, And Statistical Inference In Machine Learning Models.