Semi-Dirichlet forms and Markov processes / by Yoichi Oshima.

Format:

Book

Author/Creator:

Ōshima, Yoichi.

Series:

De Gruyter Studies in Mathematics

De Gruyter studies in mathematics, 0179-0986 ; 48

De Gruyter Studies in Mathematics ; 48

Language:

English

Subjects (All):

Markov processes.

Dirichlet forms.

Physical Description:

1 online resource (296 p.)

Edition:

1st ed.

Place of Publication:

Berlin ; New York : De Gruyter, 2013.

Language Note:

English

Summary:

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.

Contents:

Frontmatter

Preface

Contents

Chapter 1. Dirichlet forms

Chapter 2. Some analytic properties of Dirichlet forms

Chapter 3. Markov processes

Chapter 4. Additive functionals and smooth measures

Chapter 5. Martingale AFs and AFs of zero energy

Chapter 6. Time dependent Dirichlet forms

Notes

Bibliography

Index

Notes:

Description based upon print version of record.

Includes bibliographical references and index.

ISBN:

9783110302066

3110302063

OCLC:

851970542