Probabilities and Potential: Potential Theory for Discrete and Continuous Semigroups - ISBN:0444703861

Probabilities and Potential: Potential Theory for Discrete and Continuous Semigroups

Date: 24 April 2011, 01:43

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Summary: Almost a must
Rating: 5
This is a classic, read and cited by many. In describing monographs on stochastic processes, Jacod and Shiryaev (1987) call it ``the very complete book", and Ethier and Kurtz (1986) - ``most recent presentation". Actually, it is even difficult to find a serious book on the subject that does not cite the volumes of Dellacherie and Meyer. Despite its age, this monograph is still almost a must for anybody who works in stochastic processes. It is too bad it is out of print.

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