Hyperfinite Dirichlet Forms and Stochastic Processes - Couverture souple

Albeverio, Sergio; Fan, Ruzong; Herzberg, Frederik S.

Couverture souple

ISBN 10 : 3642196586 ISBN 13 : 9783642196584

Editeur : Springer, 2011

Synopsis

This monograph treats the theory of Dirichlet forms from a comprehensive point of view, using "nonstandard analysis." Thus, it is close in spirit to the discrete classical formulation of Dirichlet space theory by Beurling and Deny (1958). The discrete infinitesimal setup makes it possible to study the diffusion and the jump part using essentially the same methods. This setting has the advantage of being independent of special topological properties of the state space and in this sense is a natural one, valid for both finite- and infinite-dimensional spaces.

The present monograph provides a thorough treatment of the symmetric as well as the non-symmetric case, surveys the theory of hyperfinite Lévy processes, and summarizes in an epilogue the model-theoretic genericity of hyperfinite stochastic processes theory.

A propos du livre

Présentation de l'éditeur

This monograph treats the theory of Dirichlet forms from a comprehensive point of view, using "nonstandard analysis" Thus, it is close in spirit to the discrete classical formulation of Dirichlet space theory by Beurling and Deny (1958). The discrete infinitesimal setup makes it possible to study the diffusion and the jump part using essentially the same methods. This setting has the advantage of being independent of special topological properties of the state space and in this sense is a natural one, valid for both finite- and infinite-dimensional spaces. The present monograph provides a thorough treatment of the symmetric as well as the non-symmetric case, surveys the theory of hyperfinite Lévy processes, and summarizes in an epilogue the model-theoretic genericity of hyperfinite stochastic processes theory.

Présentation de l'éditeur

This monograph covers the theory of Dirichlet forms. It examines the symmetric as well as the non-symmetric case, surveys the theory of hyperfinite Lévy processes and summarizes the model-theoretic genericity of hyperfinite stochastic processes theory.

Détails de l'édition

• Éditeur: Springer
• Date d'édition: 2011
• Langue: anglais
• ISBN 10: 3642196586
• ISBN 13: 9783642196584
• Reliure: Broché
• Nombre de pages: 300
• Coordonnées du fabricant: Springer Nature Customer Service Center GmbH; ProductSafety@springernature.com; ; Europaplatz 3; Heidelberg; 69115; Allemagne