Semi-Dirichlet forms and Markov processes /
Author / Creator: | Oshima, Yoichi. |
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Imprint: | Berlin : De Gruyter, [2013] |
Description: | 1 online resource (x, 284 pages) : illustrations |
Language: | English |
Series: | De Gruyter Studies in Mathematics De Gruyter studies in mathematics. |
Subject: | |
Format: | E-Resource Book |
URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/11192851 |
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. The text is written for graduate students, but also researchers. |
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Physical Description: | 1 online resource (x, 284 pages) : illustrations |
Bibliography: | Includes bibliographical references and index. |
ISBN: | 9783110302066 3110302063 1299722369 9781299722361 9783110302004 3110302004 |