Dirichlet Forms and Symmetric Markov Processes / / Masatoshi Fukushima, Yoichi Oshima, Masayoshi Takeda.

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 a...

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Superior document:Title is part of eBook package: De Gruyter DG Studies in Mathematics eBook-Package
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Place / Publishing House:Berlin ;, Boston : : De Gruyter, , [2010]
©2010
Ano de Publicação:2010
Edição:2nd rev. and ext. ed.
Idioma:English
coleção:De Gruyter Studies in Mathematics , 19
Acesso em linha:
Descrição Física:1 online resource (489 p.)
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Other title:Frontmatter --
Preface to the first and second edition --
Preface to the second edition --
Contents --
Notation --
Part I: Dirichlet Forms --
Chapter 1: Basic theory of Dirichlet forms --
Chapter 2: Potential theory for Dirichlet forms --
Chapter 3: The scope of Dirichlet forms --
Part II: Symmetric Markov processes --
Chapter 4: Analysis by symmetric Hunt processes --
Chapter 5: Stochastic analysis by additive functionals --
Chapter 6: Transformations of forms and processes --
Chapter 7: Construction of symmetric Markov processes --
Appendix --
Notes --
Bibliography --
Index
Resumo: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.
Formato:Mode of access: Internet via World Wide Web.
ISBN:9783110218091
9783110494938
9783110238570
9783110238471
9783110637205
9783110233544
9783110233551
9783110233636
ISSN:0179-0986 ;
DOI:10.1515/9783110218091
Acesso:restricted access
Hierarchical level:Monograph
Statement of Responsibility: Masatoshi Fukushima, Yoichi Oshima, Masayoshi Takeda.