Dirichlet Forms and Stochastic Processes

Dirichlet Forms and Stochastic Processes
Title Dirichlet Forms and Stochastic Processes PDF eBook
Author Zhiming Ma
Publisher Walter de Gruyter
Pages 457
Release 2011-06-24
Genre Mathematics
ISBN 3110880059

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The series is aimed specifically at publishing peer reviewed reviews and contributions presented at workshops and conferences. Each volume is associated with a particular conference, symposium or workshop. These events cover various topics within pure and applied mathematics and provide up-to-date coverage of new developments, methods and applications.

Hyperfinite Dirichlet Forms and Stochastic Processes

Hyperfinite Dirichlet Forms and Stochastic Processes
Title Hyperfinite Dirichlet Forms and Stochastic Processes PDF eBook
Author Sergio Albeverio
Publisher Springer Science & Business Media
Pages 295
Release 2011-05-27
Genre Mathematics
ISBN 3642196594

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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.

Dirichlet Forms and Symmetric Markov Processes

Dirichlet Forms and Symmetric Markov Processes
Title Dirichlet Forms and Symmetric Markov Processes PDF eBook
Author Masatoshi Fukushima
Publisher Walter de Gruyter
Pages 501
Release 2011
Genre Mathematics
ISBN 3110218089

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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 revise

Dirichlet Forms and Analysis on Wiener Space

Dirichlet Forms and Analysis on Wiener Space
Title Dirichlet Forms and Analysis on Wiener Space PDF eBook
Author Nicolas Bouleau
Publisher de Gruyter
Pages 344
Release 1991
Genre Mathematics
ISBN

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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.

Introduction to the Theory of (Non-Symmetric) Dirichlet Forms

Introduction to the Theory of (Non-Symmetric) Dirichlet Forms
Title Introduction to the Theory of (Non-Symmetric) Dirichlet Forms PDF eBook
Author Zhi-Ming Ma
Publisher Springer Science & Business Media
Pages 215
Release 2012-12-06
Genre Mathematics
ISBN 3642777392

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The purpose of this book is to give a streamlined introduction to the theory of (not necessarily symmetric) Dirichlet forms on general state spaces. It includes both the analytic and the probabilistic part of the theory up to and including the construction of an associated Markov process. It is based on recent joint work of S. Albeverio and the two authors and on a one-year-course on Dirichlet forms taught by the second named author at the University of Bonn in 1990/9l. It addresses both researchers and graduate students who require a quick but complete introduction to the theory. Prerequisites are a basic course in probabil ity theory (including elementary martingale theory up to the optional sampling theorem) and a sound knowledge of measure theory (as, for example, to be found in Part I of H. Bauer [B 78]). Furthermore, an elementary course on lin ear operators on Banach and Hilbert spaces (but without spectral theory) and a course on Markov processes would be helpful though most of the material needed is included here.

Semi-Dirichlet Forms and Markov Processes

Semi-Dirichlet Forms and Markov Processes
Title Semi-Dirichlet Forms and Markov Processes PDF eBook
Author Yoichi Oshima
Publisher Walter de Gruyter
Pages 284
Release 2013
Genre Dirichlet forms
ISBN 9783110302073

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"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 generalizaiton, we can cover the wide class of Markov processes and analytic theory which do not poccess 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 reserachers"--Page 4 of cover.

Graphs and Discrete Dirichlet Spaces

Graphs and Discrete Dirichlet Spaces
Title Graphs and Discrete Dirichlet Spaces PDF eBook
Author Matthias Keller
Publisher Springer Nature
Pages 675
Release 2021-10-22
Genre Mathematics
ISBN 3030814599

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The spectral geometry of infinite graphs deals with three major themes and their interplay: the spectral theory of the Laplacian, the geometry of the underlying graph, and the heat flow with its probabilistic aspects. In this book, all three themes are brought together coherently under the perspective of Dirichlet forms, providing a powerful and unified approach. The book gives a complete account of key topics of infinite graphs, such as essential self-adjointness, Markov uniqueness, spectral estimates, recurrence, and stochastic completeness. A major feature of the book is the use of intrinsic metrics to capture the geometry of graphs. As for manifolds, Dirichlet forms in the graph setting offer a structural understanding of the interaction between spectral theory, geometry and probability. For graphs, however, the presentation is much more accessible and inviting thanks to the discreteness of the underlying space, laying bare the main concepts while preserving the deep insights of the manifold case. Graphs and Discrete Dirichlet Spaces offers a comprehensive treatment of the spectral geometry of graphs, from the very basics to deep and thorough explorations of advanced topics. With modest prerequisites, the book can serve as a basis for a number of topics courses, starting at the undergraduate level.