Symmetric Markov processes, time change, and boundary theory
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 symmetri...
Uložené v:
| Hlavní autori: | , |
|---|---|
| Médium: | E-kniha Kniha |
| Jazyk: | English |
| Vydavateľské údaje: |
Princeton
Princeton University Press
2011
|
| Vydanie: | 1 |
| Edícia: | London Mathematical Society monographs |
| Predmet: | |
| ISBN: | 9780691136059, 069113605X, 9781400840564, 1400840562 |
| On-line prístup: | Získať plný text |
| Tagy: |
Pridať tag
Žiadne tagy, Buďte prvý, kto otaguje tento záznam!
|
| Abstract | 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. |
|---|---|
| AbstractList | 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. 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. 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. No detailed description available for "Symmetric Markov Processes, Time Change, and Boundary Theory (LMS-35)". |
| Author | Fukushima, Masatoshi Chen, Zhenqing |
| Author_FL | フクシマ, マサトシ |
| Author_FL_xml | – sequence: 2 fullname: フクシマ, マサトシ |
| Author_xml | – sequence: 1 fullname: Chen, Zhenqing – sequence: 2 fullname: Fukushima, Masatoshi |
| BackLink | https://cir.nii.ac.jp/crid/1130282269995363200$$DView record in CiNii |
| BookMark | eNplkctrGzEQxlXalCapjz2Vwh5KSyFu9X5AL41JH5DSQB9XodXOrtderxxJjtn_vhuvoYTOQTPD9-MbSXOGnvShB4ReEPyeCCI-GKUJx1hzLCR_hGYP-seHHktDCJNYmBN0RjEhhnGJ5VN0qoQWWBFjnqFZSis8hjCManmKPv4cNhvIsfXFdxfX4a7YxuAhJUgXRW43UPil6xu4KFxfFWXY9ZWLQ5GXEOLwHJ3UrkswO-Zz9Ofz1a_F1_n1jy_fFp-u504Jbsi8xB5AlET6Ste8okzLmiiuGIOKcS-cYjXmNWWOEOIU0SC4ct4ZXAqpHWPn6N1k7NIa9mkZupzsXQdlCOtkH_zFP3bvugyxgibuhrGwGxf9f-ybiR0ffbuDlO3B0kOfo-vs1eVCaS7IPfjyCELsoAl2mqyYoAf19aT2bWt9e3-Om8BUUyqNMYJJRjEesVcTtko5xKPFyvqcVZJ7OepvJ71ttruya9Oy7Ru7je1488He_L65HBdHqCTsL9EhmDE |
| ContentType | eBook Book |
| Copyright | 2011 Princeton University Press |
| Copyright_xml | – notice: 2011 Princeton University Press |
| DBID | E06 RYH YSPEL |
| DEWEY | 519.233 |
| DOI | 10.1515/9781400840564 |
| DatabaseName | Princeton University Press eBooks CiNii Complete Perlego |
| DatabaseTitleList | |
| DeliveryMethod | fulltext_linktorsrc |
| Discipline | Applied Sciences Statistics Mathematics |
| EISBN | 9781400840564 1400840562 |
| Edition | 1 |
| ExternalDocumentID | 9781400840564 EBC784514 735214 BB07284519 j.ctt7s6w6 PUPB0001261 |
| Genre | Electronic books |
| GroupedDBID | -VX 05P 089 20A 92K A4J AABBV AAGED AAMYY AANYM AAUSU AAZEP ABARN ABCYV ABCYY ABGJO ABHWV ABIAV ABIWA ABMRC ABONK ABQNV ABRSK ABYBY ACBYE ACEOT ACFYN ACHKM ACHUA ACISH ACLGV ACQYL ACRAN ADDXO ADVEM ADVQQ AEAED AECLD AEDVL AERYV AEYCP AFHFQ AFRFP AGLEC AHWGJ AIGZA AILDO AIOLA AIUUY AIXPE AJFER ALMA_UNASSIGNED_HOLDINGS AMYDA APVFW ARPAB ARSQP ATDNW AZZ BBABE BFATZ BFRBX CDLGT CZZ DGSIF DHNOV DUGUG E06 EBSCA EBZNK ECOWB EWWBQ FURLO GEOUK HELXT HF4 I4C IWG J-X JKYSO JLPMJ JSXJJ KBOFU L7C MYL NRCWT O7H PQQKQ QD8 SUPCW TI5 UE6 XI1 YSPEL ~H6 ~I6 38. AFTHB RYH AVGCG 6XM BJTYN |
| ID | FETCH-LOGICAL-a75491-b0cee5b16cd8f4d2386f174733ed34c5a73f04f23a111a718e547aca90b568a33 |
| ISBN | 9780691136059 069113605X 9781400840564 1400840562 |
| IngestDate | Fri Nov 08 05:49:42 EST 2024 Fri Nov 21 20:14:19 EST 2025 Wed Dec 10 09:29:00 EST 2025 Tue Dec 02 18:49:46 EST 2025 Thu Jun 26 23:47:21 EDT 2025 Tue Aug 26 07:15:57 EDT 2025 Wed Jul 30 03:24:10 EDT 2025 |
| IsPeerReviewed | false |
| IsScholarly | false |
| Keywords | Constant function Open set Measurable function Subset Identity matrix Function space Fatou's lemma Stochastic process Interest Self-adjoint operator Infinitesimal generator (stochastic processes) Martingale (probability theory) Characterization (mathematics) Hilbert space Semimartingale Corollary Monotonic function Radon measure Absolute continuity Lipschitz domain Existence theorem Semigroup Continuous function Fubini's theorem Riemannian manifold Function (mathematics) Bilinear form Harmonic function Existential quantification Brownian motion Division by zero Poisson point process Homeomorphism Borel right process Special case Summation Probability measure Markov process Sign (mathematics) Continuous function (set theory) Equivalence class Sobolev space Theory Rotational symmetry Dirichlet integral Fourier transform Potential theory Mathematics London Mathematical Society Interval (mathematics) Lipschitz continuity Markov chain Lebesgue measure Linear map Diffusion process Oxford University Press Cauchy process Theorem Stochastic differential equation Transition function Markov property Compact space Borel set Probability Equation Dimension Princeton University Press Stochastic calculus Measure (mathematics) Irreducibility (mathematics) |
| LCCN | 2011934606 |
| LCCallNum | QA274.7 |
| LCCallNum_Ident | QA274.7 |
| Language | English |
| LinkModel | OpenURL |
| MergedId | FETCHMERGED-LOGICAL-a75491-b0cee5b16cd8f4d2386f174733ed34c5a73f04f23a111a718e547aca90b568a33 |
| Notes | Includes bibliographical reference (p. [457]-466) and index |
| OCLC | 758507199 |
| PQID | EBC784514 |
| PageCount | 496 |
| ParticipantIDs | askewsholts_vlebooks_9781400840564 walterdegruyter_marc_9781400840564 proquest_ebookcentral_EBC784514 perlego_books_735214 nii_cinii_1130282269995363200 jstor_books_j_ctt7s6w6 igpublishing_primary_PUPB0001261 |
| ProviderPackageCode | J-X |
| PublicationCentury | 2000 |
| PublicationDate | 2011. 20111031 c2012 2011 [2011] 2012-01-01 |
| PublicationDateYYYYMMDD | 2011-01-01 2011-10-31 2012-01-01 |
| PublicationDate_xml | – year: 2011 text: 2011 |
| PublicationDecade | 2010 |
| PublicationPlace | Princeton |
| PublicationPlace_xml | – name: Princeton – name: Princeton, NJ |
| PublicationSeriesTitle | London Mathematical Society monographs |
| PublicationYear | 2011 2012 |
| Publisher | Princeton University Press |
| Publisher_xml | – name: Princeton University Press |
| RestrictionsOnAccess | restricted access |
| SSID | ssj0000593286 |
| Score | 2.4461942 |
| Snippet | This book gives a comprehensive and self-contained introduction to the theory of symmetric Markov processes and symmetric quasi-regular Dirichlet forms. In a... No detailed description available for "Symmetric Markov Processes, Time Change, and Boundary Theory (LMS-35)". |
| SourceID | askewsholts walterdegruyter proquest perlego nii jstor igpublishing |
| SourceType | Aggregation Database Publisher |
| SubjectTerms | Absolute continuity Bilinear form Borel right process Borel set Boundary value problems Brownian motion Cauchy process Characterization (mathematics) Compact space Constant function Continuous function Continuous function (set theory) Corollary Diffusion process Dimension Dirichlet integral Division by zero Equation Equivalence class Existence theorem Existential quantification Fatou's lemma Fourier transform Fubini's theorem Function (mathematics) Function space Harmonic function Hilbert space Homeomorphism Identity matrix Infinitesimal generator (stochastic processes) Interest Interval (mathematics) Irreducibility (mathematics) Lebesgue measure Linear map Lipschitz continuity Lipschitz domain London Mathematical Society Markov chain Markov process Markov processes Markov property Martingale (probability theory) MATHEMATICS MATHEMATICS / Probability & Statistics / General Measurable function Measure (mathematics) Monotonic function Open set Oxford University Press Poisson point process Potential theory Princeton University Press Probability Probability measure Radon measure Riemannian manifold Rotational symmetry Self-adjoint operator Semigroup Semimartingale Sign (mathematics) Sobolev space Special case Statistics Stochastic calculus Stochastic differential equation Stochastic process Subset Summation Theorem Theory Transition function |
| SubjectTermsDisplay | Markov processes |
| TableOfContents | Symmetric Markov processes, time change, and boundary theory -- CONTENTS -- NOTATION -- PREFACE -- CHAPTER ONE: SYMMETRIC MARKOVIAN SEMIGROUPS AND DIRICHLET FORMS -- CHAPTER TWO: BASIC PROPERTIES AND EXAMPLES OF DIRICHLET FORMS -- CHAPTER THREE: SYMMETRIC HUNT PROCESSES AND REGULAR DIRICHLET FORMS -- CHAPTER FOUR: ADDITIVE FUNCTIONALS OF SYMMETRIC MARKOV PROCESSES -- CHAPTER FIVE: TIME CHANGES OF SYMMETRIC MARKOV PROCESSES -- CHAPTER SIX: REFLECTED DIRICHLET SPACES -- CHAPTER SEVEN: BOUNDARY THEORY FOR SYMMETRIC MARKOV PROCESSES -- APPENDIX A: ESSENTIALS OF MARKOV PROCESSES -- APPENDIX B: SOLUTIONS TO EXERCISES -- NOTES -- BIBLIOGRAPHY -- CATALOGUE OF SOME USEFUL THEOREMS -- INDEX Front Matter Table of Contents Notation Preface Chapter One: SYMMETRIC MARKOVIAN SEMIGROUPS AND DIRICHLET FORMS Chapter Two: BASIC PROPERTIES AND EXAMPLES OF DIRICHLET FORMS Chapter Three: SYMMETRIC HUNT PROCESSES AND REGULAR DIRICHLET FORMS Chapter Four: ADDITIVE FUNCTIONALS OF SYMMETRIC MARKOV PROCESSES Chapter Five: TIME CHANGES OF SYMMETRIC MARKOV PROCESSES Chapter Six: REFLECTED DIRICHLET SPACES Chapter Seven: BOUNDARY THEORY FOR SYMMETRIC MARKOV PROCESSES Appendix A. Appendix B. Notes Bibliography Catalogue of Some Useful Theorems Index Cover -- Title -- Copyright -- Contents -- Notation -- Preface -- CHAPTER 1. SYMMETRIC MARKOVIAN SEMIGROUPS AND DIRICHLET FORMS -- 1.1 Dirichlet Forms and Extended Dirichlet Spaces -- 1.2 Excessive Functions and Capacities -- 1.3 Quasi-Regular Dirichlet Forms -- 1.4 Quasi-Homeomorphism of Dirichlet Spaces -- 1.5 Symmetric Right Processes and Quasi-Regular Dirichlet Forms -- CHAPTER 2. BASIC PROPERTIES AND EXAMPLES OF DIRICHLET FORMS -- 2.1 Transience, Recurrence, and Irreducibility -- 2.2 Basic Examples -- 2.3 Analytic Potential Theory for Regular Dirichlet Forms -- 2.4 Local Properties -- CHAPTER 3. SYMMETRIC HUNT PROCESSES AND REGULAR DIRICHLET FORMS -- 3.1 Relations between Probabilistic and Analytic Concepts -- 3.2 Hitting Distributions and Projections I -- 3.3 Quasi Properties, Fine Properties, and Part Processes -- 3.4 Hitting Distributions and Projections II -- 3.5 Transience, Recurrence, and Path Behavior -- CHAPTER 4. ADDITIVE FUNCTIONALS OF SYMMETRIC MARKOV PROCESSES -- 4.1 Positive Continuous Additive Functionals and Smooth Measures -- 4.2 Decompositions of Additive Functionals of Finite Energy -- 4.3 Probabilistic Derivation of Beurling-Deny Formula -- CHAPTER 5. TIME CHANGES OF SYMMETRIC MARKOV PROCESSES -- 5.1 Subprocesses and Perturbed Dirichlet Forms -- 5.2 Time Changes and Trace Dirichlet Forms -- 5.3 Examples -- 5.4 Energy Functionals for Transient Processes -- 5.5 Trace Dirichlet Forms and Feller Measures -- 5.6 Characterization of Time-Changed Processes -- 5.7 Excursions, Exit System, and Feller Measures -- 5.8 More Examples -- CHAPTER 6. REFLECTED DIRICHLET SPACES -- 6.1 Terminal Random Variables and Harmonic Functions -- 6.2 Reflected Dirichlet Spaces: Transient Case -- 6.3 Recurrent Case -- 6.4 Toward Quasi-Regular Cases -- 6.5 Examples -- 6.6 Silverstein Extensions -- 6.7 Equivalent Notions of Harmonicity CHAPTER 7. BOUNDARY THEORY FOR SYMMETRIC MARKOV PROCESSES -- 7.1 Reflected Dirichlet Space for Part Processes -- 7.2 Douglas Integrals and Reflecting Extensions -- 7.3 Lateral Condition for L2-Generator -- 7.4 Countable Boundary -- 7.5 One-Point Extensions -- 7.6 Examples of One-Point Extensions -- 7.7 Many-Point Extensions -- 7.8 Examples of Many-Point Extensions -- APPENDIX A. ESSENTIALS OF MARKOV PROCESSES -- A.1 Markov Processes -- A.2 Basic Properties of Borel Right Processes -- A.3 Additive Functionals of Right Processes -- A.4 Review of Symmetric Forms -- APPENDIX B. SOLUTIONS TO EXERCISES -- Notes -- Bibliography -- Catalogue of Some Useful Theorems -- Index -- A -- B -- C -- D -- E -- F -- G -- H -- I -- J -- K -- L -- M -- N -- O -- P -- Q -- R -- S -- T -- U -- W -- X Chapter Six. Reflected Dirichlet Spaces Chapter Two. Basic Properties and Examples of Dirichlet Forms Chapter Four. Additive Functionals of Symmetric Markov Processes Index Appendix A. Essentials of Markov Processes Notation - / Appendix B. Solutions To Exercises Contents Chapter Three. Symmetric Hunt Processes and Regular Dirichlet Forms Catalogue Of Some Useful Theorems Chapter Seven. Boundary Theory for Symmetric Markov Processes Frontmatter -- Preface Chapter Five. Time Changes of Symmetric Markov Processes Chapter One. Symmetric Markovian Semigroups and Dirichlet Forms Notes Bibliography |
| Title | Symmetric Markov processes, time change, and boundary theory |
| URI | http://portal.igpublish.com/iglibrary/search/PUPB0001261.html https://www.jstor.org/stable/j.ctt7s6w6 https://cir.nii.ac.jp/crid/1130282269995363200 https://www.perlego.com/book/735214/symmetric-markov-processes-time-change-and-boundary-theory-lms35-pdf https://ebookcentral.proquest.com/lib/[SITE_ID]/detail.action?docID=784514 https://www.degruyterbrill.com/isbn/9781400840564 https://www.vlebooks.com/vleweb/product/openreader?id=none&isbn=9781400840564&uid=none |
| Volume | 35 |
| hasFullText | 1 |
| inHoldings | 1 |
| isFullTextHit | |
| isPrint | |
| link | http://cvtisr.summon.serialssolutions.com/2.0.0/link/0/eLvHCXMwtV3Pb9MwFLZg5UAPEzCmhTGwJg4gLaKpkzg5cGlVQAJGJTY0cbEcxylla1qStFv_e55_JGu6Cxy4uE0aJ9F7r8_v2f6-h9CrSIQyIzF3M5qlrp_6wk1iSdw4ShRUFELmVJO4fqanp9HFRTy25a1KXU6A5nl0cxMv_quq4RwoW0Fn_0HdzU3hBHwHpUMLaod2KyJuDi2oYz2bqfpYQgNw5qsaBGAcgcJ6WCxBvWNzoEsqFWsL0NfVPb58c0mwMT0wtOiNH_D5ux7mlL6Xl8vy53TGDeCnhNwdDo2PUtzJ5TtTKAR-q3lhFe-I3SMKnsRQZbdmHTT2bnPWYaxWAqQi_tgGNLbyU8jeepBBBoaovHa4hp_kju8ONM3F3V4tjuytsavZUdjqdh911IIy5OKdD6Ov55-aSTdVv7AfhZZrFR74ttWvi7q8vITBBQaeqlTktZNFMxlYb1iFICSfTiFdWsjiSk7mrdRk91pvckjlpFiuq3pRXccqZ49QRyoAy2N0T-ZPUPdW_uUeGjU2go2N4MZGTrCyEGws5ASDfeDaPrCxD_zaWMebp-j7-9HZ8KNrC2m4nEL-77lJD2KhIPFCkUaZn0KYFmaQilJCZEp8EXBKsp6f9QmHoY9DuCIDn3LB414ShBEnZB_t5PNcHiBMvL5MeCb9WHh-QnkEPp-DVFOfeyL1Igcdb8iQra70on_JWoJ2EN4ULVsYZhU2Ph8P9Nxo6DloX4ubme6_mKgqWobXoYOOQP5MTFXrqXV3iHFDyHMCEhJwBA7as5qxXSnkGB488mWtJqZfyW5-ZqPBkEZ-oK443tIeU3Qy7Td_9jcXHaKHt_-Z52inKpbyCD0Qq2paFi-sUf4BHpaXhg |
| linkProvider | ProQuest Ebooks |
| openUrl | ctx_ver=Z39.88-2004&ctx_enc=info%3Aofi%2Fenc%3AUTF-8&rfr_id=info%3Asid%2Fsummon.serialssolutions.com&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Abook&rft.genre=book&rft.title=Symmetric+Markov+Processes%2C+Time+Change%2C+and+Boundary+Theory+%28LMS-35%29&rft.au=Chen%2C+Zhenqing&rft.au=Fukushima%2C+Masatoshi&rft.series=London+Mathematical+Society+Monographs&rft.date=2011-01-01&rft.pub=Princeton+University+Press&rft.isbn=9781400840564&rft.volume=35&rft_id=info:doi/10.1515%2F9781400840564&rft.externalDBID=n%2Fa&rft.externalDocID=9781400840564 |
| thumbnail_l | http://cvtisr.summon.serialssolutions.com/2.0.0/image/custom?url=https%3A%2F%2Fwww.perlego.com%2Fbooks%2FRM_Books%2Fprinceton_university_press_rydfxi%2F9781400840564.jpg |
| thumbnail_m | http://cvtisr.summon.serialssolutions.com/2.0.0/image/custom?url=https%3A%2F%2Fwww.degruyterbrill.com%2Fdocument%2Fcover%2Fisbn%2F9781400840564%2Foriginal http://cvtisr.summon.serialssolutions.com/2.0.0/image/custom?url=https%3A%2F%2Fvle.dmmserver.com%2Fmedia%2F640%2F97814008%2F9781400840564.jpg |
| thumbnail_s | http://cvtisr.summon.serialssolutions.com/2.0.0/image/custom?url=http%3A%2F%2Fportal.igpublish.com%2Figlibrary%2Famazonbuffer%2FPUPB0001261_null_0_320.png |

