Cover of Positive Harmonic Functions and Diffusion by Pinsky, Ross G., Bollobas, Bela, Fulton, W., ISBN 9780521470148
General

Positive Harmonic Functions and Diffusion

POSITIVE HARMONIC FUNCTIONS &

Contributor(s): Author , Editor , Editor Format: Hardback

Hardback ยท ISBN 9780521470148

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Key Specifications

ISBN 9780521470148
Subtitle POSITIVE HARMONIC FUNCTIONS &
Publisher Cambridge University Press
Publication date December 1995
Language English
MRP ยฃ154.00 GBP
Page count 492
Item weight 196 g

In this book, Professor Pinsky gives a self-contained account of the construction and basic properties of diffusion processes, including both analytic and probabilistic techniques. He starts with a rigorous treatment of the spectral theory of elliptic operators with nice coefficients on smooth, bounded domains, and then develops the theory of the generalized principal eigenvalue and the related criticality theory for elliptic operators on arbitrary domains. He considers Martin boundary theory and calculates the Martin boundary for several classes of operators. The book provides an array of criteria for determining whether a diffusion process is transient or recurrent. Also introduced are the theory of bounded harmonic functions, and Brownian motion on a manifold. Many results that form the folklore of the subject are given a rigorous exposition, making this book a useful reference for the specialist, and an excellent guide for the graduate student.