# Symmetric Markov processes, time change, and boundary theory /

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Author / Creator: | Chen, Zhen-Qing. |
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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 |

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. |
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Physical Description: | 1 online resource (xv, 479 pages) |

Bibliography: | Includes bibliographical references (pages 457-466) and index. |

ISBN: | 9781400840564 1400840562 9780691136059 069113605X |