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...

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Hlavní autori: Chen, Zhenqing, Fukushima, Masatoshi
Médium: E-kniha Kniha
Jazyk:English
Vydavateľské údaje: Princeton Princeton University Press 2011
Vydanie:1
Edícia:London Mathematical Society monographs
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ISBN:9780691136059, 069113605X, 9781400840564, 1400840562
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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
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ISBN 9780691136059
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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
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Language English
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Notes Includes bibliographical reference (p. [457]-466) and index
OCLC 758507199
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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)".
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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
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