Semi-Dirichlet forms and Markov processes /

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Bibliographic Details
Author / Creator:Oshima, Yoichi.
Imprint:Berlin : De Gruyter, [2013]
Description:1 online resource (x, 284 pages) : illustrations
Series:De Gruyter Studies in Mathematics
De Gruyter studies in mathematics.
Subject:Markov processes.
Dirichlet forms.
MATHEMATICS -- Probability & Statistics -- Stochastic Processes.
Dirichlet forms.
Markov processes.
Electronic books.
Electronic books.
Format: E-Resource Book
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Notes:Includes bibliographical references and index.
Print version record.
Summary:"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.
Other form:Print version: Oshima, Yoichi. Semi-Dirichlet forms and Markov processes. Berlin : De Gruyter, [2013] 3110302004