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...
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Superior document: | Title is part of eBook package: De Gruyter DG Studies in Mathematics eBook-Package |
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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.) |
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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 |
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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. |