Bulletin of the American Mathematical Society

MathSciNet review: 1567252
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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.

Claude Dellacherie, Capacités et processus stochastiques, Ergebnisse der Mathematik und ihrer Grenzgebiete, Band 67, Springer-Verlag, Berlin-New York, 1972 (French). MR 0448504

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

J. L. Doob, Stochastic processes, John Wiley & Sons, Inc., New York; Chapman & Hall, Ltd., London, 1953. MR 0058896

J. L. Doob, Semimartingales and subharmonic functions, Trans. Amer. Math. Soc. 77 (1954), 86–121. MR 64347, DOI 10.1090/S0002-9947-1954-0064347-X

5.

W. Feller, Zur Theorie der stochastischen Prozesse (Existenz und Eindeutigkeitssätze), Math. Ann. 113 (1936), 113-160.

Willy Feller, On the integro-differential equations of purely discontinuous Markoff processes, Trans. Amer. Math. Soc. 48 (1940), 488–515. MR 2697, DOI 10.1090/S0002-9947-1940-0002697-3

G. A. Hunt, Markoff processes and potentials. I, II, Illinois J. Math. 1 (1957), 44–93, 316–369. MR 91349

M. Kac, On some connections between probability theory and differential and integral equations, Proceedings of the Second Berkeley Symposium on Mathematical Statistics and Probability, 1950, University of California Press, Berkeley-Los Angeles, Calif., 1951, pp. 189–215. MR 0045333

A. Kolmogoroff, Über die analytischen Methoden in der Wahrscheinlichkeitsrechnung, Math. Ann. 104 (1931), no. 1, 415–458 (German). MR 1512678, DOI 10.1007/BF01457949

Michel Loève, Paul Lévy, 1886–1971, Ann. Probability 1 (1973), no. 1, 1–18. MR 342337, DOI 10.1214/aop/1176997021

Paul-A. Meyer, Probability and potentials, Blaisdell Publishing Co. [Ginn and Co.], Waltham, Mass.-Toronto, Ont.-London, 1966. MR 0205288

1.

C. Dellacherie, Capacités et processus stochastiques, Springer, Berlin-Heidelberg-New York, 1972. MR 0448504

2.

C. Dellacherie, Quelques exemples familiers, en probabilités, d'ensembles analytiques non boréliens, Sém. de Probabilité XII, Lecture Notes in Math., vol. 649, Springer, Berlin-Heidelberg-New York, 1978, pp. 746-756. 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. Kolmogorov, Uber die analytischen Methoden in der Wahrscheinlichkeitsrechnung, Math. Ann. 104 (1931), 415-458. MR 1512678

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