Semi-Dirichlet Forms and Markov Processes

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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Main Author: Oshima, Yoichi
Format: eBook
Language:English
Published: Berlin De Gruyter 2013, [2013]©2013
Series:De Gruyter Studies in Mathematics
Subjects:
Online Access:
Collection: DeGruyter MPG Collection - Collection details see MPG.ReNa
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
Item Description:Mode of access: Internet via World Wide Web
Physical Description:294 p.
ISBN:9783110302066