UID:
edocfu_9959229271602883
Format:
1 online resource (296 p.)
Edition:
1st ed.
ISBN:
3-11-030206-3
Series Statement:
De Gruyter Studies in Mathematics ; 48
Content:
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.
Note:
Description based upon print version of record.
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Frontmatter --
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Preface --
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Contents --
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Chapter 1. Dirichlet forms --
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Chapter 2. Some analytic properties of Dirichlet forms --
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Chapter 3. Markov processes --
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Chapter 4. Additive functionals and smooth measures --
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Chapter 5. Martingale AFs and AFs of zero energy --
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Chapter 6. Time dependent Dirichlet forms --
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Notes --
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Bibliography --
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Index
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Issued also in print.
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English
Additional Edition:
ISBN 3-11-030200-4
Additional Edition:
ISBN 1-299-72236-9
Language:
English
Subjects:
Mathematics
DOI:
10.1515/9783110302066
