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Book Review

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Book Information:

Authors: Claude Dellacherie and Paul-André Meyer
Title: Probabilities and potential
Additional book information: Mathematics Studies, Volume 29, North-Holland Publishing Company, Amsterdam and New York, 1978, xii + 190 pp., $29.00.

References [Enhancements On Off] (What's this?)

  • 1. C. Dellacherie, Capacités et processus stochastiques, Springer, Berlin-Heidelberg-New York, 1972. MR 448504
  • 2. C. Dellacherie, Quelques exemples familiers, en probabilités, d’ensembles analytiques, non boréliens, Séminaire de Probabilités, XII (Univ. Strasbourg, Strasbourg, 1976/1977), Lecture Notes in Math., vol. 649, Springer, Berlin, 1978, pp. 746–756 (French). MR 520042
  • 3. J. L. Doob, Stochastic processes, Wiley, New York, 1953. MR 58896
  • 4. J. L. Doob, Semimartingales and subharmonic functions, Trans. Amer. Math. Soc. 77 (1954), 86-121. MR 64347
  • 5. W. Feller, Zur Theorie der stochastischen Prozesse (Existenz und Eindeutigkeitssätze), Math. Ann. 113 (1936), 113-160.
  • 6. W. Feller, On the integro-differential equations of purely discontinuous Markoff processes, Trans. Amer. Math. Soc. 48 (1940), 488-515. MR 2697
  • 7. G. A. Hunt, Markoff processes and potentials. I, II, III, Illinois J. Math. 1 (1957), 44-93, 316-369; 2 (1958), 151-213. MR 91349
  • 8. M. Kac, On some connections between probability theory and differential and integral equations, Proc. 2nd Berkeley Sympos. Math. Statist, and Probability, Univ. California Press, Berkeley, Calif., 1951, pp. 189-215. MR 45333
  • 9. A. Kolmogoroff, Über die analytischen Methoden in der Wahrscheinlichkeitsrechnung, Math. Ann. 104 (1931), no. 1, 415–458 (German). MR 1512678, https://doi.org/10.1007/BF01457949
  • 10. M. Loève, Paul Lévy, 1886-1971, Ann. Probability 1 (1973), 1-18. MR 342337
  • 11. P. A. Meyer, Probability and potentials, Ginn (Blaisdell), Boston, 1966. MR 205288

Review Information:

Reviewer: Ronald Getoor
Journal: Bull. Amer. Math. Soc. 2 (1980), 510-514
DOI: https://doi.org/10.1090/S0273-0979-1980-14787-4
American Mathematical Society