Dirichlet Forms and Symmetric Markov Processes

Buch | Hardcover
VIII, 489 Seiten
2010 | 2nd rev. and ext. ed.
De Gruyter (Verlag)
978-3-11-021808-4 (ISBN)

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Dirichlet Forms and Symmetric Markov Processes - Masatoshi Fukushima, Yoichi Oshima, Masayoshi Takeda
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The series is devoted to the publication of monographs and high-level textbooks in mathematics, mathematical methods and their applications. Apart from covering important areas of current interest, a major aim is to make topics of an interdisciplinary nature accessible to the non-specialist. The works in this series are addressed to advanced students and researchers in mathematics and theoretical physics. In addition, it can serve as a guide for lectures and seminars on a graduate level. The series de Gruyter Studies in Mathematics was founded ca. 30 years ago by the late Professor Heinz Bauer and Professor Peter Gabriel with the aim to establish a series of monographs and textbooks of high standard, written by scholars with an international reputation presenting current fields of research in pure and applied mathematics.While the editorial board of the Studies has changed with the years, the aspirations of the Studies are unchanged. In times of rapid growth of mathematical knowledge carefully written monographs and textbooks written by experts are needed more than ever, not least to pave the way for the next generation of mathematicians. In this sense the editorial board and the publisher of the Studies are devoted to continue the Studies as a service to the mathematical community. Please submit any book proposals to Niels Jacob.
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.

Masatoshi Fukushima, Osaka University, Japan; Yoichi Oshima, Kumamoto University, Japan; Masayoshi Takeda, Tohoku University, Japan.

"The theory is constantly illustrated by a variety of interesting examples which follow chapter after chapter. The book appears to be the best reference on this important subject at the interface between functional analysis and probability theory." Mathematical Reviews

"The authors made this second edition more suitable as a textbook by converting the problems in the first edition into exercises and by adding many new exercises." Zentralblatt für Mathematik

Erscheint lt. Verlag 13.12.2010
Reihe/Serie De Gruyter Studies in Mathematics ; 19
Verlagsort Berlin/Boston
Sprache englisch
Maße 170 x 240 mm
Gewicht 952 g
Themenwelt Mathematik / Informatik Mathematik Allgemeines / Lexika
Mathematik / Informatik Mathematik Analysis
Mathematik / Informatik Mathematik Wahrscheinlichkeit / Kombinatorik
Schlagworte Dirichlet forms • Dirichlet Forms; Semigroups; Probability Theory; Stochastic Processes; Markov Processes • Dirichletsche Form • Dirichletsche Reihe • Halbgruppe • Markoffscher Prozess • Markov Processes • Markov-Prozesse • Probability Theory • semigroups • Stochastic Processes • Stochastischer Prozess • Wahrscheinlichkeitstheorie
ISBN-10 3-11-021808-9 / 3110218089
ISBN-13 978-3-11-021808-4 / 9783110218084
Zustand Neuware
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