Symmetric Markov Processes
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Symmetric Markov Processes
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Author : M.L. Silverstein
language : en
Publisher: Springer
Release Date : 2006-11-15
Symmetric Markov Processes written by M.L. Silverstein and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-11-15 with Mathematics categories.
Symmetric Markov Processes Time Change And Boundary Theory Lms 35
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Author : Zhen-Qing Chen
language : en
Publisher: Princeton University Press
Release Date : 2012
Symmetric Markov Processes Time Change And Boundary Theory Lms 35 written by Zhen-Qing Chen and has been published by Princeton University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012 with Mathematics categories.
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.
Lecture Notes In Mathematics
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Author :
language : en
Publisher:
Release Date : 1964
Lecture Notes In Mathematics written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1964 with Markov processes categories.
Dirichlet Forms And Symmetric Markov Processes
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Author : Masatoshi Fukushima
language : en
Publisher: Walter de Gruyter
Release Date : 2011
Dirichlet Forms And Symmetric Markov Processes written by Masatoshi Fukushima and has been published by Walter de Gruyter this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011 with Mathematics categories.
Since the publication of the first edition in 1994, this book has attracted constant interests from readers and is by now regarded as a standard reference for the theory of Dirichlet forms. For the present second edition, the authors not only revise
Boundary Theory For Symmetric Markov Processes
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Author : M.L. Silverstein
language : en
Publisher: Springer
Release Date : 2006-11-14
Boundary Theory For Symmetric Markov Processes written by M.L. Silverstein and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-11-14 with Mathematics categories.
Lecture Notes In Mathematics
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Author :
language : en
Publisher:
Release Date : 1964
Lecture Notes In Mathematics written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1964 with Markov processes categories.
A Class Of Singular Symmetric Markov Processes
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Author : Fangjun Xu
language : en
Publisher:
Release Date : 2010
A Class Of Singular Symmetric Markov Processes written by Fangjun Xu and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010 with categories.
Fluctuations In Markov Processes
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Author : Tomasz Komorowski
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-07-05
Fluctuations In Markov Processes written by Tomasz Komorowski and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-07-05 with Mathematics categories.
The present volume contains the most advanced theories on the martingale approach to central limit theorems. Using the time symmetry properties of the Markov processes, the book develops the techniques that allow us to deal with infinite dimensional models that appear in statistical mechanics and engineering (interacting particle systems, homogenization in random environments, and diffusion in turbulent flows, to mention just a few applications). The first part contains a detailed exposition of the method, and can be used as a text for graduate courses. The second concerns application to exclusion processes, in which the duality methods are fully exploited. The third part is about the homogenization of diffusions in random fields, including passive tracers in turbulent flows (including the superdiffusive behavior). There are no other books in the mathematical literature that deal with this kind of approach to the problem of the central limit theorem. Hence, this volume meets the demand for a monograph on this powerful approach, now widely used in many areas of probability and mathematical physics. The book also covers the connections with and application to hydrodynamic limits and homogenization theory, so besides probability researchers it will also be of interest also to mathematical physicists and analysts.
Semi Dirichlet Forms And Markov Processes
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Author : Yoichi Oshima
language : en
Publisher: Walter de Gruyter
Release Date : 2013-04-30
Semi Dirichlet Forms And Markov Processes written by Yoichi Oshima and has been published by Walter de Gruyter this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-04-30 with Mathematics categories.
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.
Introduction To The Theory Of Non Symmetric Dirichlet Forms
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Author : Zhi-Ming Ma
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Introduction To The Theory Of Non Symmetric Dirichlet Forms written by Zhi-Ming Ma and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.
The purpose of this book is to give a streamlined introduction to the theory of (not necessarily symmetric) Dirichlet forms on general state spaces. It includes both the analytic and the probabilistic part of the theory up to and including the construction of an associated Markov process. It is based on recent joint work of S. Albeverio and the two authors and on a one-year-course on Dirichlet forms taught by the second named author at the University of Bonn in 1990/9l. It addresses both researchers and graduate students who require a quick but complete introduction to the theory. Prerequisites are a basic course in probabil ity theory (including elementary martingale theory up to the optional sampling theorem) and a sound knowledge of measure theory (as, for example, to be found in Part I of H. Bauer [B 78]). Furthermore, an elementary course on lin ear operators on Banach and Hilbert spaces (but without spectral theory) and a course on Markov processes would be helpful though most of the material needed is included here.