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Semi-Dirichlet forms and Markov processes /
"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...
| Clasificación: | Libro Electrónico |
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| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Berlin :
De Gruyter,
[2013]
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| Colección: | De Gruyter studies in mathematics.
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| Temas: | |
| Acceso en línea: | Texto completo |
| Sumario: | "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."--Publisher's website. |
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| Descripción Física: | 1 online resource (x, 284 pages) : illustrations |
| Bibliografía: | Includes bibliographical references and index. |
| ISBN: | 9783110302066 3110302063 1299722369 9781299722361 |