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Semi-Dirichlet Forms and Markov Processes - Yoichi Oshima

englanti
2013-04-17
139,90 € 215,23 €

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Toimitus 17-23 arkipäivässä

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Thisbook deals with analytic treatments of Markov processes. Symmetric Dirichlet forms andtheir associated Markov processes are important and powerful toolsin the theory of Markovprocesses and their applications. The theoryis well studied and used in various fields. In this monograph, we intend togeneralize the theory to non-symmetric and time dependent semi-Dirichlet forms. By this generalization, we can c ... Täydellinen kuvaus

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Thisbook deals with analytic treatments of Markov processes. Symmetric Dirichlet forms andtheir associated Markov processes are important and powerful toolsin the theory of Markovprocesses and their applications. The theoryis well studied and used in various fields. In this monograph, we intend togeneralize 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 dualMarkov 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.Thetext is writtenfor graduate students, but alsoresearchers.

Lisätietoja

Kirjoittaja Yoichi Oshima
Julkaisija De Gruyter
Series ISSN
Julkaisuvuosi 2013
Kannen tyyppi Kovakantinen
EAN 9783110302004
Kirjoita oma arvostelusi
Arvostelet: Semi-Dirichlet Forms and Markov Processes
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139,90 € 215,23 €