Author: M.L. Silverstein
Publisher: Springer
ISBN: 354037292X
Category : Mathematics
Languages : en
Pages : 296
Book Description
Symmetric Markov Processes
Author: M.L. Silverstein
Publisher: Springer
ISBN: 354037292X
Category : Mathematics
Languages : en
Pages : 296
Book Description
Publisher: Springer
ISBN: 354037292X
Category : Mathematics
Languages : en
Pages : 296
Book Description
Symmetric Markov Processes, Time Change, and Boundary Theory (LMS-35)
Author: Zhen-Qing Chen
Publisher: Princeton University Press
ISBN: 069113605X
Category : Mathematics
Languages : en
Pages : 496
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.
Publisher: Princeton University Press
ISBN: 069113605X
Category : Mathematics
Languages : en
Pages : 496
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.
Lecture Notes in Mathematics
Author:
Publisher:
ISBN: 9780387070124
Category : Markov processes
Languages : en
Pages : 287
Book Description
Publisher:
ISBN: 9780387070124
Category : Markov processes
Languages : en
Pages : 287
Book Description
Dirichlet Forms and Symmetric Markov Processes
Author: Masatoshi Fukushima
Publisher: Walter de Gruyter
ISBN: 3110218089
Category : Mathematics
Languages : en
Pages : 501
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
Publisher: Walter de Gruyter
ISBN: 3110218089
Category : Mathematics
Languages : en
Pages : 501
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
Boundary Theory for Symmetric Markov Processes
Author: M.L. Silverstein
Publisher: Springer
ISBN: 3540382224
Category : Mathematics
Languages : en
Pages : 329
Book Description
Publisher: Springer
ISBN: 3540382224
Category : Mathematics
Languages : en
Pages : 329
Book Description
Markov Processes, Brownian Motion, and Time Symmetry
Author: Kai Lai Chung
Publisher: Springer Science & Business Media
ISBN: 0387286969
Category : Mathematics
Languages : en
Pages : 444
Book Description
From the reviews of the First Edition: "This excellent book is based on several sets of lecture notes written over a decade and has its origin in a one-semester course given by the author at the ETH, Zürich, in the spring of 1970. The author's aim was to present some of the best features of Markov processes and, in particular, of Brownian motion with a minimum of prerequisites and technicalities. The reader who becomes acquainted with the volume cannot but agree with the reviewer that the author was very successful in accomplishing this goal...The volume is very useful for people who wish to learn Markov processes but it seems to the reviewer that it is also of great interest to specialists in this area who could derive much stimulus from it. One can be convinced that it will receive wide circulation." (Mathematical Reviews) This new edition contains 9 new chapters which include new exercises, references, and multiple corrections throughout the original text.
Publisher: Springer Science & Business Media
ISBN: 0387286969
Category : Mathematics
Languages : en
Pages : 444
Book Description
From the reviews of the First Edition: "This excellent book is based on several sets of lecture notes written over a decade and has its origin in a one-semester course given by the author at the ETH, Zürich, in the spring of 1970. The author's aim was to present some of the best features of Markov processes and, in particular, of Brownian motion with a minimum of prerequisites and technicalities. The reader who becomes acquainted with the volume cannot but agree with the reviewer that the author was very successful in accomplishing this goal...The volume is very useful for people who wish to learn Markov processes but it seems to the reviewer that it is also of great interest to specialists in this area who could derive much stimulus from it. One can be convinced that it will receive wide circulation." (Mathematical Reviews) This new edition contains 9 new chapters which include new exercises, references, and multiple corrections throughout the original text.
Dirichlet Forms and Symmetric Markov Processes
Author: Masatoshi Fukushima
Publisher: Walter de Gruyter
ISBN: 3110218097
Category : Mathematics
Languages : en
Pages : 501
Book Description
This book contains an introductory and comprehensive account of the theory of (symmetric) Dirichlet forms. Moreover this analytic theory is unified with the probabilistic potential theory based on symmetric Markov processes and developed further in conjunction with the stochastic analysis based on additive functional. 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 revised the existing text, but also added sections on capacities and Sobolev type inequalities, irreducible recurrence and ergodicity, recurrence and Poincaré type inequalities, the Donsker-Varadhan type large deviation principle, as well as several new exercises with solutions. The book addresses to researchers and graduate students who wish to comprehend the area of Dirichlet forms and symmetric Markov processes.
Publisher: Walter de Gruyter
ISBN: 3110218097
Category : Mathematics
Languages : en
Pages : 501
Book Description
This book contains an introductory and comprehensive account of the theory of (symmetric) Dirichlet forms. Moreover this analytic theory is unified with the probabilistic potential theory based on symmetric Markov processes and developed further in conjunction with the stochastic analysis based on additive functional. 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 revised the existing text, but also added sections on capacities and Sobolev type inequalities, irreducible recurrence and ergodicity, recurrence and Poincaré type inequalities, the Donsker-Varadhan type large deviation principle, as well as several new exercises with solutions. The book addresses to researchers and graduate students who wish to comprehend the area of Dirichlet forms and symmetric Markov processes.
Lecture Notes in Mathematics
Author:
Publisher:
ISBN: 9780387076881
Category : Markov processes
Languages : en
Pages : 313
Book Description
Publisher:
ISBN: 9780387076881
Category : Markov processes
Languages : en
Pages : 313
Book Description
A Class of Singular Symmetric Markov Processes
Author: Fangjun Xu
Publisher:
ISBN:
Category :
Languages : en
Pages : 0
Book Description
Publisher:
ISBN:
Category :
Languages : en
Pages : 0
Book Description
Semi-Dirichlet Forms and Markov Processes
Author: Yoichi Oshima
Publisher: Walter de Gruyter
ISBN: 9783110302073
Category : Dirichlet forms
Languages : en
Pages : 284
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.
Publisher: Walter de Gruyter
ISBN: 9783110302073
Category : Dirichlet forms
Languages : en
Pages : 284
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.