Semi-Dirichlet Forms and Markov Processes - Couverture rigide

Livre 34 sur 60: De Gruyter Studies in Mathematics

Oshima, Yoichi

 
9783110302004: Semi-Dirichlet Forms and Markov Processes

Synopsis

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.

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À propos de l'auteur

Y. Oshima, Kumamoto University, Japan.

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

Autres éditions populaires du même titre

9783110302073: Semi-Dirichlet Forms and Markov Processes

Edition présentée

ISBN 10 :  3110302071 ISBN 13 :  9783110302073
Editeur : Walter de Gruyter & Co, 2013
Couverture souple