Dirichlet Forms and Symmetric Markov Processes

2. revidierte and ext. Auflage 2010
ISBN: 978-3-11-021808-4
Verlag: De Gruyter

Buch, Englisch, 489 Seiten, Format (B × H): 175 mm x 246 mm, Gewicht: 1019 g

Reihe: ISSN

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 Poincaré 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.

Zielgruppe

Lecturers, Graduate Students; Academic Libraries

Autoren/Hrsg.

Fukushima, Masatoshi

Takeda, Masayoshi

Oshima, Yoichi

Fachgebiete

• Mathematik | Informatik Mathematik Stochastik Stochastische Prozesse

Inhaltsverzeichnis

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

Über Autor(innen)

Fukushima, Masatoshi
Masatoshi Fukushima, Osaka University, Japan;

Oshima, Yoichi
Yoichi Oshima, Kumamoto University, Japan;

Takeda, Masayoshi
Masayoshi Takeda, Tohoku University, Japan.