Semi-Dirichlet Forms and Markov Processes / / Yoichi Oshima.

This book deals with analytic treatments of Markov processes. Symmetric Dirichlet forms and their associated Markov processes are important and powerful tools in the theory of Markov processes and their applications. The theory is well studied and used in various fields. In this monograph, we intend...

Full description

Saved in:
Bibliographic Details
Superior document:Title is part of eBook package: De Gruyter DG Studies in Mathematics eBook-Package
VerfasserIn:
Place / Publishing House:Berlin ;, Boston : : De Gruyter, , [2013]
©2013
Year of Publication:2013
Language:English
Series:De Gruyter Studies in Mathematics , 48
Online Access:
Physical Description:1 online resource (284 p.)
Tags: Add Tag
No Tags, Be the first to tag this record!
Description
Other title:Frontmatter --
Preface --
Contents --
Chapter 1. Dirichlet forms --
Chapter 2. Some analytic properties of Dirichlet forms --
Chapter 3. Markov processes --
Chapter 4. Additive functionals and smooth measures --
Chapter 5. Martingale AFs and AFs of zero energy --
Chapter 6. Time dependent Dirichlet forms --
Notes --
Bibliography --
Index
Summary:This book deals with analytic treatments of Markov processes. Symmetric Dirichlet forms and their associated Markov processes are important and powerful tools in the theory of Markov processes and their applications. The theory is well studied and used in various fields. In this monograph, we intend to generalize the theory to non-symmetric and time dependent semi-Dirichlet forms. By this generalization, we can cover the wide class of Markov processes and analytic theory which do not possess the dual Markov processes. In particular, under the semi-Dirichlet form setting, the stochastic calculus is not well established yet. In this monograph, we intend to give an introduction to such calculus. Furthermore, basic examples different from the symmetric cases are given. The text is written for graduate students, but also researchers.
Format:Mode of access: Internet via World Wide Web.
ISBN:9783110302066
9783110494938
9783110238570
9783110238471
9783110637205
9783110317350
9783110317282
9783110317275
ISSN:0179-0986 ;
DOI:10.1515/9783110302066
Access:restricted access
Hierarchical level:Monograph
Statement of Responsibility: Yoichi Oshima.