This graduate-level text explores the relationship between Markov processes and potential theory, in addition to aspects of the theory of additive functionals. Topics include Markov processes, excessive functions, multiplicative functionals and subprocesses, and additive functionals and their potentials. A concluding chapter examines dual processes and potential theory. 1968 edition. Reprint of the John Wiley & Sons, New York, 1985 edition.
Theory of Markov Processes by E. B. Dynkin, D. E. Brown, T. Kovary An investigation of the logical foundations of the theory behind Markov random processes, this text explores subprocesses, transition functions, and conditions for boundedness and continuity. 1961 edition.
Finite Markov Processes and Their Applications by Marius Iosifescu Self-contained treatment covers both theory and applications. Topics include the fundamental role of homogeneous infinite Markov chains in the mathematical modeling of psychology and genetics. 1980 edition.
