Markov Processes, Brownian Motion, and Time Symmetry
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Publication:5692144
DOI10.1007/0-387-28696-9zbMath1082.60001OpenAlexW1525941339MaRDI QIDQ5692144
Publication date: 27 September 2005
Published in: Grundlehren der mathematischen Wissenschaften (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/0-387-28696-9
resolventsemigroupBrownian motionMartin boundarydualityMarkov chaintime reversalHunt processRay-Knight theorem\(h\)-transformprobabilistic potential theorylife-timedual processRay-Knight compactificationRay process
Continuous-time Markov processes on general state spaces (60J25) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Brownian motion (60J65) Probabilistic potential theory (60J45) Boundary theory for Markov processes (60J50) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Markov processes (60Jxx) Stochastic processes (60Gxx)
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