Screen LibraryDirichlet forms and symmetric Markov processes /
This book contains an introductory and comprehensive account of the theory of (symmetric) Dirichlet forms. Moreover this analytic theory is unified with the probabilistic potential theory based on symmetric Markov processes and developed further in conjunction with the stochastic analysi...
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| Main Authors: | |
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| Corporate Authors: | |
| Group Author: | ; |
| Published: |
De Gruyter,
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| Publisher Address: | Berlin ;Boston : |
| Publication Dates: |
[2010] ©2010 |
| Literature type: | eBook |
| Language: | English |
| Edition: | 2nd rev. and ext. ed. |
| Series: |
De gruyter studies in mathematics ;
19 |
| Subjects: | |
| Online Access: |
http://www.degruyter.com/doi/book/10.1515/9783110218091 http://www.degruyter.com/doc/cover/9783110218091.jpg |
| Summary: |
This book contains an introductory and comprehensive account of the theory of (symmetric) Dirichlet forms. Moreover this analytic theory is unified with the probabilistic potential theory based on symmetric Markov processes and developed further in conjunction with the stochastic analysis based on additive functional. 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 revised the existing text, but also added sections on capacities and Sobolev type inequalities, irreducible recurrence and ergodicity, recurrence and Poincar type inequalities, the Donsker-Varadhan type large deviation principle, as well as several new exercises with solutions. The book addresses to researchers and graduate students who wish to comprehend the area of Dirichlet forms and symmetric Markov processes. |
| Carrier Form: | 1 online resource (497pages). |
| ISBN: | 9783110218091 |
| Index Number: | QA274 |
| CLC: | O211.62 |
| Contents: |
Frontmatter -- Preface to the first and second edition -- Preface to the second edition -- Contents -- Notation -- Part I: Dirichlet Forms -- Chapter 1: Basic theory of Dirichlet forms -- Chapter 2: Potential theory for Dirichlet forms -- Chapter 3: The scope of Dirichlet forms -- Part II: Symmetric Markov processes -- Chapter 4: Analysis by symmetric Hunt processes -- Chapter 5: Stochastic analysis by additive functionals -- Chapter 6: Transformations of forms and processes -- Chapter 7: Construction of symmetric Markov processes -- Appendix -- Notes -- Bibliography -- Index |