Book contents
- Frontmatter
- Contents
- Preface
- List of notation
- 1 Existence and uniqueness for diffusion processes
- 2 The basic properties of diffusion processes
- 3 The spectral theory of elliptic operators on smooth bounded domains
- 4 Generalized spectral theory for elliptic operators on arbitrary domains
- 5 Applications to the one-dimensional case and the radially symmetric multi-dimensional case
- 6 Criteria for transience or recurrence and explosion or non-explosion of diffusion processes
- 7 Positive harmonic functions and the Martin boundary: general theory
- 8 Positive harmonic functions and the Martin boundary: applications to certain classes of operator
- 9 Bounded harmonic functions and applications to Brownian motion and the Laplacian on a manifold of non–positive curvature
- References
- Index
2 - The basic properties of diffusion processes
Published online by Cambridge University Press: 02 December 2009
Book contents
- Frontmatter
- Contents
- Preface
- List of notation
- 1 Existence and uniqueness for diffusion processes
- 2 The basic properties of diffusion processes
- 3 The spectral theory of elliptic operators on smooth bounded domains
- 4 Generalized spectral theory for elliptic operators on arbitrary domains
- 5 Applications to the one-dimensional case and the radially symmetric multi-dimensional case
- 6 Criteria for transience or recurrence and explosion or non-explosion of diffusion processes
- 7 Positive harmonic functions and the Martin boundary: general theory
- 8 Positive harmonic functions and the Martin boundary: applications to certain classes of operator
- 9 Bounded harmonic functions and applications to Brownian motion and the Laplacian on a manifold of non–positive curvature
- References
- Index
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- Positive Harmonic Functions and Diffusion , pp. 47 - 76Publisher: Cambridge University PressPrint publication year: 1995