Semi-Dirichlet Forms and Markov Processes

(Autor)

Buch | Hardcover
X, 284 Seiten
2013
De Gruyter (Verlag)
978-3-11-030200-4 (ISBN)
129,95 inkl. MwSt
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 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.

Y. Oshima, Kumamoto University.

Y. Oshima, Kumamoto University, Japan.

Chapter 1 Dirichlet forms
1.1 Semi-Dirichlet forms and resolvents
1.2 Closability and regular Dirichlet forms
1.3 Transience and recurrence of Dirichlet forms
1.4 An auxiliary bilinear forms
1.5 Examples

Chapter 2 Some analytic properties of Dirichlet forms
2.1 Capacity
2.2 Qasi-continuity
2.3 Potential of measures
2.4 An orthogonal decomposition of Dirichlet forms

Chapter 3 Markov processes
3.1 Hunt processes
3.2 Excessive functions and negligible sets
3.3 Hunt processes associated with Dirichlet forms
3.4 Negligible sets of Hunt processes
3.5 Decomposition of Dirichlet forms

Chapter 4 Additive functionals and smooth measures
4.1 Positive continuous additive functionals
4.2 Dual PCAFs and duality measures
4.3 Time changes and killings by PCAFs

Chapter 5 Martingale AFs and AFs of zero energy
5.1 Decomposition of AFs
5.2 Beurling-Deny type decompositions
5.3 CAFs of zero energy
5.4 Martingale AFs of local Dirichlet forms
5.5 Transformations by multiplicative functionals
5.6 Conservativeness and recurrence of Dirichlet forms

Chapter 6 Time dependent Dirichlet forms
6.1 Time dependent Dirichlet forms and associated resolvents
6.2 Some parabolic potential theory
6.3 Associated space-time processes
6.4 Additive functionals and associated measures
6.5 Some stochastic calculus

"The intention of the author is for the book to serve as a self-contained textbook. The results are therefore mostly followed by detailed proofs. [...] This book, the first systematic treatment of lower bounded semi-Dirichlet forms, will be a valuable contribution to the literature and will certainly become a classic reference in the field." Mathematical Reviews

"This new book is a most welcome addition to the existing literature on Dirichlet forms. It is a readily accessible, advanced graduate-level account of analytic and probabilistic potential theory of Hunt processes given by (lower bounded semi-) Dirichlet forms." Zentralblatt für Mathematik

Erscheint lt. Verlag 17.4.2013
Reihe/Serie De Gruyter Studies in Mathematics ; 48
Verlagsort Berlin/Boston
Sprache englisch
Maße 170 x 240 mm
Gewicht 636 g
Themenwelt Mathematik / Informatik Mathematik Analysis
Schlagworte Denumerable Structures • Denumerable Structures; Dirichlet Spaces; Second-order Parabolic Equations; Probabilistic Potential Theory; Diffusion Processes • diffusion processes • Dirichletsche Reihe • Dirichlet Spaces • Markov-Prozesse • Probabilistic Potential Theory • Second-order Parabolic Equations
ISBN-10 3-11-030200-4 / 3110302004
ISBN-13 978-3-11-030200-4 / 9783110302004
Zustand Neuware
Haben Sie eine Frage zum Produkt?
Mehr entdecken
aus dem Bereich

von Tilo Arens; Frank Hettlich; Christian Karpfinger …

Buch (2022)
Springer Spektrum (Verlag)
79,99