Articles liés à Dirichlet Forms and Symmetric Markov Processes

9783110218084: Dirichlet Forms and Symmetric Markov Processes

Synopsis

?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.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

À propos de l'auteur

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

À propos de la quatrième de couverture

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.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.