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Author: Zhi-Ming Ma
Publisher: Springer Science & Business Media
ISBN: 3642777392
Category : Mathematics
Languages : en
Pages : 215
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Book Description
The purpose of this book is to give a streamlined introduction to the theory of (not necessarily symmetric) Dirichlet forms on general state spaces. It includes both the analytic and the probabilistic part of the theory up to and including the construction of an associated Markov process. It is based on recent joint work of S. Albeverio and the two authors and on a one-year-course on Dirichlet forms taught by the second named author at the University of Bonn in 1990/9l. It addresses both researchers and graduate students who require a quick but complete introduction to the theory. Prerequisites are a basic course in probabil ity theory (including elementary martingale theory up to the optional sampling theorem) and a sound knowledge of measure theory (as, for example, to be found in Part I of H. Bauer [B 78]). Furthermore, an elementary course on lin ear operators on Banach and Hilbert spaces (but without spectral theory) and a course on Markov processes would be helpful though most of the material needed is included here.
Author: Zhi-Ming Ma
Publisher: Springer Science & Business Media
ISBN: 3642777392
Category : Mathematics
Languages : en
Pages : 215
Get Book
Book Description
The purpose of this book is to give a streamlined introduction to the theory of (not necessarily symmetric) Dirichlet forms on general state spaces. It includes both the analytic and the probabilistic part of the theory up to and including the construction of an associated Markov process. It is based on recent joint work of S. Albeverio and the two authors and on a one-year-course on Dirichlet forms taught by the second named author at the University of Bonn in 1990/9l. It addresses both researchers and graduate students who require a quick but complete introduction to the theory. Prerequisites are a basic course in probabil ity theory (including elementary martingale theory up to the optional sampling theorem) and a sound knowledge of measure theory (as, for example, to be found in Part I of H. Bauer [B 78]). Furthermore, an elementary course on lin ear operators on Banach and Hilbert spaces (but without spectral theory) and a course on Markov processes would be helpful though most of the material needed is included here.
Author: Masatoshi Fukushima
Publisher: Walter de Gruyter
ISBN: 3110218089
Category : Mathematics
Languages : en
Pages : 501
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Book Description
Since the publication of the first edition in 1994, this book has attracted constant interests from readers and is by now regarded as a standard reference for the theory of Dirichlet forms. For the present second edition, the authors not only revise
Author: Nicolas Bouleau
Publisher: de Gruyter
ISBN:
Category : Mathematics
Languages : en
Pages : 344
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Book Description
The series is devoted to the publication of monographs and high-level textbooks in mathematics, mathematical methods and their applications. Apart from covering important areas of current interest, a major aim is to make topics of an interdisciplinary nature accessible to the non-specialist. The works in this series are addressed to advanced students and researchers in mathematics and theoretical physics. In addition, it can serve as a guide for lectures and seminars on a graduate level. The series de Gruyter Studies in Mathematics was founded ca. 30 years ago by the late Professor Heinz Bauer and Professor Peter Gabriel with the aim to establish a series of monographs and textbooks of high standard, written by scholars with an international reputation presenting current fields of research in pure and applied mathematics. While the editorial board of the Studies has changed with the years, the aspirations of the Studies are unchanged. In times of rapid growth of mathematical knowledge carefully written monographs and textbooks written by experts are needed more than ever, not least to pave the way for the next generation of mathematicians. In this sense the editorial board and the publisher of the Studies are devoted to continue the Studies as a service to the mathematical community. Please submit any book proposals to Niels Jacob.
Author: Goro Shimura
Publisher: Springer Science & Business Media
ISBN: 0387724745
Category : Mathematics
Languages : en
Pages : 151
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Book Description
A book on any mathematical subject beyond the textbook level is of little value unless it contains new ideas and new perspectives. It helps to include new results, provided that they give the reader new insights and are presented along with known old results in a clear exposition. It is with this philosophy that the author writes this volume. The two subjects, Dirichlet series and modular forms, are traditional subjects, but here they are treated in both orthodox and unorthodox ways. Regardless of the unorthodox treatment, the author has made the book accessible to those who are not familiar with such topics by including plenty of expository material.
Author: E. Fabes
Publisher: Springer
ISBN: 3540481516
Category : Mathematics
Languages : en
Pages : 254
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Book Description
The theory of Dirichlet forms has witnessed recently some very important developments both in theoretical foundations and in applications (stochasticprocesses, quantum field theory, composite materials,...). It was therefore felt timely to have on this subject a CIME school, in which leading experts in the field would present both the basic foundations of the theory and some of the recent applications. The six courses covered the basic theory and applications to: - Stochastic processes and potential theory (M. Fukushima and M. Roeckner) - Regularity problems for solutions to elliptic equations in general domains (E. Fabes and C. Kenig) - Hypercontractivity of semigroups, logarithmic Sobolev inequalities and relation to statistical mechanics (L. Gross and D. Stroock). The School had a constant and active participation of young researchers, both from Italy and abroad.
Author: Yoichi Oshima
Publisher: Walter de Gruyter
ISBN: 3110302063
Category : Mathematics
Languages : en
Pages : 296
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Book Description
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.
Author: Zhen-Qing Chen
Publisher: Springer Nature
ISBN: 9811946728
Category : Mathematics
Languages : en
Pages : 572
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Book Description
This conference proceeding contains 27 peer-reviewed invited papers from leading experts as well as young researchers all over the world in the related fields that Professor Fukushima has made important contributions to. These 27 papers cover a wide range of topics in probability theory, ranging from Dirichlet form theory, Markov processes, heat kernel estimates, entropy on Wiener spaces, analysis on fractal spaces, random spanning tree and Poissonian loop ensemble, random Riemannian geometry, SLE, space-time partial differential equations of higher order, infinite particle systems, Dyson model, functional inequalities, branching process, to machine learning and Hermitizable problems for complex matrices. Researchers and graduate students interested in these areas will find this book appealing.
Author: Zhiming Ma
Publisher: Walter de Gruyter
ISBN: 3110880059
Category : Mathematics
Languages : en
Pages : 457
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Book Description
The series is aimed specifically at publishing peer reviewed reviews and contributions presented at workshops and conferences. Each volume is associated with a particular conference, symposium or workshop. These events cover various topics within pure and applied mathematics and provide up-to-date coverage of new developments, methods and applications.
Author: Sergio Albeverio
Publisher: Springer Science & Business Media
ISBN: 3642196594
Category : Mathematics
Languages : en
Pages : 295
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Book Description
This monograph treats the theory of Dirichlet forms from a comprehensive point of view, using "nonstandard analysis." Thus, it is close in spirit to the discrete classical formulation of Dirichlet space theory by Beurling and Deny (1958). The discrete infinitesimal setup makes it possible to study the diffusion and the jump part using essentially the same methods. This setting has the advantage of being independent of special topological properties of the state space and in this sense is a natural one, valid for both finite- and infinite-dimensional spaces. The present monograph provides a thorough treatment of the symmetric as well as the non-symmetric case, surveys the theory of hyperfinite Lévy processes, and summarizes in an epilogue the model-theoretic genericity of hyperfinite stochastic processes theory.
Author: Anatoli Andrianov
Publisher: Springer Science & Business Media
ISBN: 0387787526
Category : Mathematics
Languages : en
Pages : 188
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Book Description
Several years ago I was invited to an American university to give one-term graduate course on Siegel modular forms, Hecke operators, and related zeta functions. The idea to present in a concise but basically complete and self-contained form an int- duction to an important and developing area based partly on my own work attracted me. I accepted the invitation and started to prepare the course. Unfortunately, the visit was not realized. But the idea of such a course continued to be alive till after a number of years this book was ?nally completed. I hope that this short book will serve to attract young researchers to this beautiful ?eld, and that it will simplify and make more pleasant the initial steps. No special knowledge is presupposed for reading this book beyond standard courses in algebra and calculus (one and several variables), although some skill in working with mathematical texts would be helpful. The reader will judge whether the result was worth the effort. Dedications. The ideas of Goro Shimura exerted a deep in?uence on the number theory of the second half of the twentieth century in general and on the author’s formation in particular. When Andre ` Weil was signing a copy of his “Basic Number Theory” to my son, he wrote in Russian, ”To Fedor Anatolievich hoping that he will become a number theoretist”. Fedor has chosen computer science. Now I pass on the idea to Fedor’s daughter, Alexandra Fedorovna.
