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 296
Release 2013-04-30
Genre Mathematics
ISBN 3110302063

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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 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.

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.

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.

Functional Inequalities Markov Semigroups and Spectral Theory

Functional Inequalities Markov Semigroups and Spectral Theory
Title Functional Inequalities Markov Semigroups and Spectral Theory PDF eBook
Author Fengyu Wang
Publisher Elsevier
Pages 391
Release 2006-04-06
Genre Mathematics
ISBN 0080532071

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In this book, the functional inequalities are introduced to describe:(i) the spectrum of the generator: the essential and discrete spectrums, high order eigenvalues, the principle eigenvalue, and the spectral gap;(ii) the semigroup properties: the uniform intergrability, the compactness, the convergence rate, and the existence of density;(iii) the reference measure and the intrinsic metric: the concentration, the isoperimetic inequality, and the transportation cost inequality.

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

Pseudo Differential Operators & Markov Processes: Fourier analysis and semigroups

Pseudo Differential Operators & Markov Processes: Fourier analysis and semigroups
Title Pseudo Differential Operators & Markov Processes: Fourier analysis and semigroups PDF eBook
Author Niels Jacob
Publisher World Scientific
Pages 517
Release 2001
Genre Mathematics
ISBN 1860942938

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This work covers two topics in detail: Fourier analysis, with emphasis on positivity and also on some function spaces and multiplier theorems; and one-parameter operator semigroups with emphasis on Feller semigroups and Lp-sub-Markovian semigroups. In addition, Dirichlet forms are treated.

Canadian Journal of Mathematics

Canadian Journal of Mathematics
Title Canadian Journal of Mathematics PDF eBook
Author
Publisher
Pages 224
Release 1995-02
Genre
ISBN

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