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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: Masatoshi Fukushima
Publisher: Walter de Gruyter
ISBN: 3110218089
Category : Mathematics
Languages : en
Pages : 501
Get Book Here
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: 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: Yoichi Oshima
Publisher: Walter de Gruyter
ISBN: 9783110302073
Category : Dirichlet forms
Languages : en
Pages : 284
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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 generalizaiton, we can cover the wide class of Markov processes and analytic theory which do not poccess 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 reserachers"--Page 4 of cover.
Author: M.L. Silverstein
Publisher: Springer
ISBN: 354037292X
Category : Mathematics
Languages : en
Pages : 296
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Book Description
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: Daniel W. Stroock
Publisher: Springer Science & Business Media
ISBN: 3642405231
Category : Mathematics
Languages : en
Pages : 213
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Book Description
This book provides a rigorous but elementary introduction to the theory of Markov Processes on a countable state space. It should be accessible to students with a solid undergraduate background in mathematics, including students from engineering, economics, physics, and biology. Topics covered are: Doeblin's theory, general ergodic properties, and continuous time processes. Applications are dispersed throughout the book. In addition, a whole chapter is devoted to reversible processes and the use of their associated Dirichlet forms to estimate the rate of convergence to equilibrium. These results are then applied to the analysis of the Metropolis (a.k.a simulated annealing) algorithm. The corrected and enlarged 2nd edition contains a new chapter in which the author develops computational methods for Markov chains on a finite state space. Most intriguing is the section with a new technique for computing stationary measures, which is applied to derivations of Wilson's algorithm and Kirchoff's formula for spanning trees in a connected graph.
Author: Zhenqing Chen
Publisher: Princeton University Press
ISBN: 1400840562
Category : Mathematics
Languages : en
Pages : 496
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Book Description
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.
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: Fengyu Wang
Publisher: Elsevier
ISBN: 0080532071
Category : Mathematics
Languages : en
Pages : 391
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Book Description
In this book, the functional inequalities are introduced to describe:(i) the spectrum of the generator: the essential and discrete spectrums, high order eigenvalues, the principle eigenvalue, and the spectral gap;(ii) the semigroup properties: the uniform intergrability, the compactness, the convergence rate, and the existence of density;(iii) the reference measure and the intrinsic metric: the concentration, the isoperimetic inequality, and the transportation cost inequality.
Author: Masatoshi Fukushima
Publisher: Elsevier Science & Technology
ISBN:
Category : Dirichlet forms
Languages : en
Pages : 216
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Book Description
