Cover Image
Read Now

Symmetric markov processes, time change, and boundary theory

Bibliographic Details
Main Author: Chen, Zhen-Qing
Other Authors: Fukushima, Masatoshi
Format: eBook
Language:English
Published: Princeton, Oxford Princeton University Press 2011
Subjects:
Boundary Value Problems
Wahrscheinlichkeitstheorie Und Statistik
Dirichlet Problem
Mathematik
Potential Theory (mathematics)
Markov Processes
Online Access:
Collection: DeGruyter MPG Collection - Collection details see MPG.ReNa
LEADER 02367nmm a2200313 u 4500
001 EB001688727
003 EBX01000000000000000959294
005 00000000000000.0
007 cr|||||||||||||||||||||
008 171114 ||| eng
020 |a 978-0-691-13605-9 
100 1 |a Chen, Zhen-Qing 
245 0 0 |a Symmetric markov processes, time change, and boundary theory  |h Elektronische Ressource  |c Zhen-Qing Chen ; Masatoshi Fukushima 
260 |a Princeton, Oxford  |b Princeton University Press  |c 2011 
300 |a XVI, 479 Seiten 
505 0 |a This book gives a comprehensive and self-contained introduction to the theory of symmetric Markov processes and symmetric quasi-regular Dirichlet forms. In a detailed and accessible manner, Zhen-Qing Chen and Masatoshi Fukushima cover the essential elements and applications of the theory of symmetric Markov processes, including recurrence/transience criteria, probabilistic potential theory, additive functional theory, and time change theory. The authors develop the theory in a general framework of symmetric quasi-regular Dirichlet forms in a unified manner with that of regular Dirichlet forms, emphasizing the role of extended Dirichlet spaces and the rich interplay between the probabilistic and analytic aspects of the theory. Chen and Fukushima then address the latest advances in the theory, presented here for the first time in any book. Topics include the characterization of time-changed Markov processes in terms of Douglas integrals and a systematic account of reflected Dirichlet spaces, and the important roles such advances play in the boundary theory of symmetric Markov processes. This volume is an ideal resource for researchers and practitioners, and can also serve as a textbook for advanced graduate students. It includes examples, appendixes, and exercises with solutions. 
653 |a Boundary value problems 
653 |a Wahrscheinlichkeitstheorie und Statistik 
653 |a Dirichlet problem 
653 |a Mathematik 
653 |a Potential theory (Mathematics) 
653 |a Markov processes 
700 1 |a Fukushima, Masatoshi 
041 0 7 |a eng  |2 ISO 639-2 
989 |b GRUYMPG  |a DeGruyter MPG Collection 
028 5 0 |a 10.1515/9781400840564 
776 |z 978-1-4008-4056-4 
856 4 0 |u https://www.degruyter.com/doi/book/10.1515/9781400840564  |x Verlag  |3 Volltext 
082 0 |a 519 

Similar Items