Symmetric Markov processes, time change, and boundary theory /

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Bibliographic Details
Author / Creator:Chen, Zhen-Qing.
Imprint:Princeton, N.J. : Princeton University Press, ©2011.
Description:1 online resource (xv, 479 pages)
Language:English
Series:London Mathematical Society monographs
London Mathematical Society monographs.
Subject:Markov processes.
Potential theory (Mathematics)
MATHEMATICS -- Essays.
MATHEMATICS -- Pre-Calculus.
MATHEMATICS -- Reference.
MATHEMATICS -- Probability & Statistics -- Stochastic Processes.
MATHEMATICS -- Probability & Statistics -- General.
Markov processes.
Potential theory (Mathematics)
Electronic books.
Electronic books.
Format: E-Resource Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/11279503
Hidden Bibliographic Details
Other authors / contributors:Fukushima, Masatoshi, 1935-
ISBN:9781400840564
1400840562
9780691136059
069113605X
Digital file characteristics:data file
Notes:Includes bibliographical references (pages 457-466) and index.
Print version record.
Summary: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 symmetric Markov processes, including recurrence/transience criteria, probabilistic potential theory, additive functional theory, and time change theory. The authors develop the theory in a general framework of symmetric quasi-regular Dirichlet forms in a unified manner with that of regular Dirichlet forms, emphasizing the role of extended Dirichlet spaces and the rich interplay between the probabilistic and analytic aspects of the theory.
Other form:Print version: Symmetric Markov Processes, Time Change, and Boundary Theory. Princeton Univ Pr 2011 9780691136059
Standard no.:9786613290946
Description
Summary:

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 symmetric Markov processes, including recurrence/transience criteria, probabilistic potential theory, additive functional theory, and time change theory. The authors develop the theory in a general framework of symmetric quasi-regular Dirichlet forms in a unified manner with that of regular Dirichlet forms, emphasizing the role of extended Dirichlet spaces and the rich interplay between the probabilistic and analytic aspects of the theory. Chen and Fukushima then address the latest advances in the theory, presented here for the first time in any book. Topics include the characterization of time-changed Markov processes in terms of Douglas integrals and a systematic account of reflected Dirichlet spaces, and the important roles such advances play in the boundary theory of symmetric Markov processes.


This volume is an ideal resource for researchers and practitioners, and can also serve as a textbook for advanced graduate students. It includes examples, appendixes, and exercises with solutions.

Physical Description:1 online resource (xv, 479 pages)
Bibliography:Includes bibliographical references (pages 457-466) and index.
ISBN:9781400840564
1400840562
9780691136059
069113605X