Dirichlet forms and symmetric Markov processes / by Masatoshi Fukushima, Yoichi Oshima, Masayoshi Takeda.

Format:

Book

Author/Creator:

Fukushima, Masatoshi, 1935-

Contributor:

Ōshima, Yoichi.

Takeda, Masayoshi.

Series:

De Gruyter studies in mathematics ; 19.

De Gruyter studies in mathematics, 0179-0986 ; 19

Language:

English

Subjects (All):

Markov processes.

Dirichlet forms.

Physical Description:

1 online resource (500 p.)

Edition:

2nd rev. and ext. ed.

Place of Publication:

Berlin ; New York : De Gruyter, c2010.

Language Note:

English

Summary:

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.

Contents:

pt. 1. Dirichlet forms

pt. 2. Symmetric Markov processes.

Notes:

Description based upon print version of record.

Includes bibliographical references and index.

ISBN:

9786613164834

9781283164832

1283164833

9783110218091

3110218097

OCLC:

723944037