Probabilistic approach in potential theory to the equilibrium problem

Kai Lai Chung

Annales de l'institut Fourier (1973)

  • Volume: 23, Issue: 3, page 313-322
  • ISSN: 0373-0956

Abstract

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A complete form of the classical theorem by Gauss-M. Riesz-Frostman is given for a large of Markov processes without the usual hypothesis of duality. The idea leads to a probabilistic solution of Robin’s problem and it is based on the last exit time from a transient set.

How to cite

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Chung, Kai Lai. "Probabilistic approach in potential theory to the equilibrium problem." Annales de l'institut Fourier 23.3 (1973): 313-322. <http://eudml.org/doc/74141>.

@article{Chung1973,
abstract = {A complete form of the classical theorem by Gauss-M. Riesz-Frostman is given for a large of Markov processes without the usual hypothesis of duality. The idea leads to a probabilistic solution of Robin’s problem and it is based on the last exit time from a transient set.},
author = {Chung, Kai Lai},
journal = {Annales de l'institut Fourier},
language = {eng},
number = {3},
pages = {313-322},
publisher = {Association des Annales de l'Institut Fourier},
title = {Probabilistic approach in potential theory to the equilibrium problem},
url = {http://eudml.org/doc/74141},
volume = {23},
year = {1973},
}

TY - JOUR
AU - Chung, Kai Lai
TI - Probabilistic approach in potential theory to the equilibrium problem
JO - Annales de l'institut Fourier
PY - 1973
PB - Association des Annales de l'Institut Fourier
VL - 23
IS - 3
SP - 313
EP - 322
AB - A complete form of the classical theorem by Gauss-M. Riesz-Frostman is given for a large of Markov processes without the usual hypothesis of duality. The idea leads to a probabilistic solution of Robin’s problem and it is based on the last exit time from a transient set.
LA - eng
UR - http://eudml.org/doc/74141
ER -

References

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  1. [1] M. BRELOT, Les étapes et les aspects multiples de la théorie du potentiel, L'Enseignement mathématique, 58 (1972), 1-36. Zbl0235.31002MR51 #8436
  2. [2] K. ITO and H.P. McKEAN, Diffusion Processes and Their Sample Paths, Springer-Verlag, 1965. Zbl0127.09503MR33 #8031
  3. [3] H.P. McKEAN, A probabilistic interpretation of equilibrium charge distribution, J. Math. Kyoto Univ., 4 (1965), 617-623. Zbl0192.24901MR32 #3130

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