Semi-Dirichlet Forms and Markov Processes (De Gruyter Studies in Mathematics, 48) - Hardcover

Oshima, Yoichi

Hardcover

ISBN 10: 3110302004 ISBN 13: 9783110302004

Verlag: De Gruyter, 2013

Inhaltsangabe

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.

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Über die Autorinnen und Autoren

Y. Oshima, Kumamoto University.

Y. Oshima, Kumamoto University, Japan.

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Thisbook deals with analytic treatments of Markov processes. Symmetric Dirichlet forms andtheir associated Markov processes are important and powerful toolsin the theory of Markovprocesses and their applications. The theoryis well studied and used in various fields. In this monograph, we intend togeneralize 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 dualMarkov 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.Thetext is writtenfor graduate students, but alsoresearchers.

Details zur Ausgabe

• Verlag: De Gruyter
• Erscheinungsdatum: 2013
• Sprache: Englisch
• ISBN 10: 3110302004
• ISBN 13: 9783110302004
• Einband: Gebundene Ausgabe
• Auflage: 1
• Anzahl der Seiten: 294
• Kontakt zum Hersteller: Walter de Gruyter GmbH; productsafety@degruyterbrill.com; ; Genthiner Straße 13; Berlin; 10785; Deutschland