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
Predmet:	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 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)
ISBN:	9780691136059, 069113605X, 9781400840564, 1400840562
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