Symmetric Markov processes, time change, and boundary theory /

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This book gives a comprehensive and self-contained introduction to the theory of symmetric Markov processes and symmetric quasi-regular Dirichlet forms. In a detailed and accessible manner, Zhen-Qing Chen and Masatoshi Fukushima cover the essential elements and applications of the theory of symmetri...

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Bibliographic Details
Call Number:Libro Electrónico
Main Author: Chen, Zhen-Qing
Other Authors: Fukushima, Masatoshi, 1935-
Format: Electronic eBook
Language:Inglés
Published: Princeton, N.J. : Princeton University Press, ©2011.
Series:London Mathematical Society monographs.
Subjects:
Markov processes.
Potential theory (Mathematics)
Potential theory (Physics)
Processus de Markov.
Théorie du potentiel.
MATHEMATICS > Essays.
MATHEMATICS > Pre-Calculus.
MATHEMATICS > Reference.
MATHEMATICS > Probability & Statistics > Stochastic Processes.
MATHEMATICS > Probability & Statistics > General.
Markov processes
Online Access:Texto completo
Table of Contents:
  • Cover; Title; Copyright; Contents; Notation; Preface; CHAPTER 1. SYMMETRIC MARKOVIAN SEMIGROUPS AND DIRICHLET FORMS; CHAPTER 2. BASIC PROPERTIES AND EXAMPLES OF DIRICHLET FORMS; CHAPTER 3. SYMMETRIC HUNT PROCESSES AND REGULAR DIRICHLET FORMS; CHAPTER 4. ADDITIVE FUNCTIONALS OF SYMMETRIC MARKOV PROCESSES; CHAPTER 5. TIME CHANGES OF SYMMETRIC MARKOV PROCESSES; CHAPTER 6. REFLECTED DIRICHLET SPACES; CHAPTER 7. BOUNDARY THEORY FOR SYMMETRIC MARKOV PROCESSES; APPENDIX A. ESSENTIALS OF MARKOV PROCESSES; APPENDIX B. SOLUTIONS TO EXERCISES; Notes; Bibliography; Catalogue of Some Useful Theorems.

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