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
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505 0 |a Cover; Title; Copyright; Contents; Notation; Preface; CHAPTER 1. SYMMETRIC MARKOVIAN SEMIGROUPS AND DIRICHLET FORMS; CHAPTER 2. BASIC PROPERTIES AND EXAMPLES OF DIRICHLET FORMS; CHAPTER 3. SYMMETRIC HUNT PROCESSES AND REGULAR DIRICHLET FORMS; CHAPTER 4. ADDITIVE FUNCTIONALS OF SYMMETRIC MARKOV PROCESSES; CHAPTER 5. TIME CHANGES OF SYMMETRIC MARKOV PROCESSES; CHAPTER 6. REFLECTED DIRICHLET SPACES; CHAPTER 7. BOUNDARY THEORY FOR SYMMETRIC MARKOV PROCESSES; APPENDIX A. ESSENTIALS OF MARKOV PROCESSES; APPENDIX B. SOLUTIONS TO EXERCISES; Notes; Bibliography; Catalogue of Some Useful Theorems. 
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