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Author : M.L. Silverstein
Publisher : Springer
Page : 329 pages
File Size : 46,7 Mb
Release : 2006-11-14
Category : Mathematics
ISBN : 9783540382225
Author : Zhen-Qing Chen,Masatoshi Fukushima
Publisher : Princeton University Press
Page : 496 pages
File Size : 53,7 Mb
Release : 2012
Category : Mathematics
ISBN : 9780691136059
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.
Author : Anonim
Publisher : Unknown
Page : 313 pages
File Size : 40,5 Mb
Release : 1964
Category : Markov processes
ISBN : 0387076883
Author : Kai Lai Chung,John B. Walsh
Publisher : Springer Science & Business Media
Page : 444 pages
File Size : 41,6 Mb
Release : 2006-01-18
Category : Mathematics
ISBN : 9780387286969
From the reviews of the First Edition: "This excellent book is based on several sets of lecture notes written over a decade and has its origin in a one-semester course given by the author at the ETH, Zürich, in the spring of 1970. The author's aim was to present some of the best features of Markov processes and, in particular, of Brownian motion with a minimum of prerequisites and technicalities. The reader who becomes acquainted with the volume cannot but agree with the reviewer that the author was very successful in accomplishing this goal...The volume is very useful for people who wish to learn Markov processes but it seems to the reviewer that it is also of great interest to specialists in this area who could derive much stimulus from it. One can be convinced that it will receive wide circulation." (Mathematical Reviews) This new edition contains 9 new chapters which include new exercises, references, and multiple corrections throughout the original text.
Author : Masatoshi Fukushima,Yoichi Oshima,Masayoshi Takeda
Publisher : Walter de Gruyter
Page : 501 pages
File Size : 43,6 Mb
Release : 2011
Category : Mathematics
ISBN : 9783110218084
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
Author : Kazuaki Taira
Publisher : Springer
Page : 192 pages
File Size : 54,8 Mb
Release : 2009-06-17
Category : Mathematics
ISBN : 9783642016776
This is a thorough and accessible exposition on the functional analytic approach to the problem of construction of Markov processes with Ventcel’ boundary conditions in probability theory. It presents new developments in the theory of singular integrals.
Author : Sergio Albeverio,Ruzong Fan,Frederik S. Herzberg
Publisher : Springer Science & Business Media
Page : 295 pages
File Size : 41,8 Mb
Release : 2011-05-27
Category : Mathematics
ISBN : 9783642196591
This monograph treats the theory of Dirichlet forms from a comprehensive point of view, using "nonstandard analysis." Thus, it is close in spirit to the discrete classical formulation of Dirichlet space theory by Beurling and Deny (1958). The discrete infinitesimal setup makes it possible to study the diffusion and the jump part using essentially the same methods. This setting has the advantage of being independent of special topological properties of the state space and in this sense is a natural one, valid for both finite- and infinite-dimensional spaces. The present monograph provides a thorough treatment of the symmetric as well as the non-symmetric case, surveys the theory of hyperfinite Lévy processes, and summarizes in an epilogue the model-theoretic genericity of hyperfinite stochastic processes theory.
Author : Niels Jacob
Publisher : Imperial College Press
Page : 504 pages
File Size : 41,5 Mb
Release : 2005
Category : Mathematics
ISBN : 9781860947155
This volume concentrates on how to construct a Markov process by starting with a suitable pseudo-differential operator. Feller processes, Hunt processes associated with Lp-sub-Markovian semigroups and processes constructed by using the Martingale problem are at the center of the considerations. The potential theory of these processes is further developed and applications are discussed. Due to the non-locality of the generators, the processes are jump processes and their relations to Levy processes are investigated. Special emphasis is given to the symbol of a process, a notion which generalizes that of the characteristic exponent of a Levy process and provides a natural link to pseudo-differential operator theory.
Author : M. Fukushima
Publisher : Springer
Page : 316 pages
File Size : 47,7 Mb
Release : 2006-11-14
Category : Mathematics
ISBN : 9783540391555
Author : M.L. Silverstein
Publisher : Springer
Page : 296 pages
File Size : 41,7 Mb
Release : 2006-11-15
Category : Mathematics
ISBN : 9783540372929
Author : Zhen-Qing Chen,Niels Jacob,Masayoshi Takeda,Toshihiro Uemura
Publisher : World Scientific
Page : 620 pages
File Size : 46,9 Mb
Release : 2014-11-27
Category : Mathematics
ISBN : 9789814596541
This book contains original research papers by leading experts in the fields of probability theory, stochastic analysis, potential theory and mathematical physics. There is also a historical account on Masatoshi Fukushima's contribution to mathematics, as well as authoritative surveys on the state of the art in the field. Contents:Professor Fukushima's Work:The Mathematical Work of Masatoshi Fukushima — An Essay (Zhen-Qing Chen, Niels Jacob, Masayoshi Takeda and Toshihiro Uemura)Bibliography of Masatoshi FukushimaContributions:Quasi Regular Dirichlet Forms and the Stochastic Quantization Problem (Sergio Albeverio, Zhi-Ming Ma and Michael Röckner)Comparison of Quenched and Annealed Invariance Principles for Random Conductance Model: Part II (Martin Barlow, Krzysztof Burdzy and Adám Timár)Some Historical Aspects of Error Calculus by Dirichlet Forms (Nicolas Bouleau)Stein's Method, Malliavin Calculus, Dirichlet Forms and the Fourth Moment Theorem (Louis H Y Chen and Guillaume Poly)Progress on Hardy-Type Inequalities (Mu-Fa Chen)Functional Inequalities for Pure-Jump Dirichlet Forms (Xin Chen, Feng-Yu Wang and Jian Wang)Additive Functionals and Push Forward Measures Under Veretennikov's Flow (Shizan Fang and Andrey Pilipenko)On a Result of D W Stroock (Patrick J Fitzsimmons)Consistent Risk Measures and a Non-Linear Extension of Backwards Martingale Convergence (Hans Föllmer and Irina Penner)Unavoidable Collections of Balls for Processes with Isotropic Unimodal Green Function (Wolfhard Hansen)Functions of Locally Bounded Variation on Wiener Spaces (Masanori Hino)A Dirichlet Space on Ends of Tree and Superposition of Nodewise Given Dirichlet Forms with Tier Linkage (Hiroshi Kaneko)Dirichlet Forms in Quantum Theory (Witold Karwowski and Ludwig Streit)On a Stability of Heat Kernel Estimates under Generalized Non-Local Feynman-Kac Perturbations for Stable-Like Processes (Daehong Kim and Kazuhiro Kuwae)Martin Boundary for Some Symmetric Lévy Processes (Panki Kim, Renming Song and Zoran Vondraček)Level Statistics of One-Dimensional Schrödinger Operators with Random Decaying Potential (Shinichi Kotani and Fumihiko Nakano)Perturbation of the Loop Measure (Yves Le Jan and Jay Rosen)Regular Subspaces of Dirichlet Forms (Liping Li and Jiangang Ying)Quasi-Regular Semi-Dirichlet Forms and Beyond (Zhi-Ming Ma, Wei Sun and Li-Fei Wang)Large Deviation Estimates for Controlled Semi-Martingales (Hideo Nagai)A Comparison Theorem for Backward SPDEs with Jumps (Bernt Øksendal, Agnès Sulem and Tusheng Zhang)On a Construction of a Space-Time Diffusion Process with Boundary Condition (Yoichi Oshima)Lower Bounded Semi-Dirichlet Forms Associated with Lévy Type Operators (René L Schilling and Jian Wang)Ultracontractivity for Non-Symmetric Markovian Semigroups (Ichiro Shigekawa)Metric Measure Spaces with Variable Ricci Bounds and Couplings of Brownian Motions (Karl-Theodor Sturm)Intrinsic Ultracontractivity and Semi-Small Perturbation for Skew Product Diffusion Operators (Matsuyo Tomisaki) Readership: Researchers in probability, stochastic analysis and mathematical physics. Key Features:Research papers by leading expertsHistorical account of M Fukushima's contribution to mathematicsAuthoritative surveys on the state of the art in the fieldKeywords:Probability Theory;Markov Processes;Dirichlet Forms;Potential Theory;Mathematical Physics
Author : L. C. G. Rogers,David Williams
Publisher : Cambridge University Press
Page : 412 pages
File Size : 41,8 Mb
Release : 2000-04-13
Category : Mathematics
ISBN : 0521775949
Now available in paperback for the first time; essential reading for all students of probability theory.
Author : Demeter Krupka
Publisher : Elsevier
Page : 500 pages
File Size : 55,6 Mb
Release : 2000-04-01
Category : Mathematics
ISBN : 0080954294
This book provides a comprehensive introduction to modern global variational theory on fibred spaces. It is based on differentiation and integration theory of differential forms on smooth manifolds, and on the concepts of global analysis and geometry such as jet prolongations of manifolds, mappings, and Lie groups. The book will be invaluable for researchers and PhD students in differential geometry, global analysis, differential equations on manifolds, and mathematical physics, and for the readers who wish to undertake further rigorous study in this broad interdisciplinary field. Featured topics - Analysis on manifolds - Differential forms on jet spaces - Global variational functionals - Euler-Lagrange mapping - Helmholtz form and the inverse problem - Symmetries and the Noether’s theory of conservation laws - Regularity and the Hamilton theory - Variational sequences - Differential invariants and natural variational principles - First book on the geometric foundations of Lagrange structures - New ideas on global variational functionals - Complete proofs of all theorems - Exact treatment of variational principles in field theory, inc. general relativity - Basic structures and tools: global analysis, smooth manifolds, fibred spaces
Author : A. Truman,D. Williams
Publisher : Springer
Page : 206 pages
File Size : 49,7 Mb
Release : 2006-12-08
Category : Mathematics
ISBN : 9783540391036
Author : Andreas Eberle,Martin Grothaus,Walter Hoh,Moritz Kassmann,Wilhelm Stannat,Gerald Trutnau
Publisher : Springer
Page : 574 pages
File Size : 46,5 Mb
Release : 2018-07-03
Category : Mathematics
ISBN : 9783319749297
This Festschrift contains five research surveys and thirty-four shorter contributions by participants of the conference ''Stochastic Partial Differential Equations and Related Fields'' hosted by the Faculty of Mathematics at Bielefeld University, October 10–14, 2016. The conference, attended by more than 140 participants, including PostDocs and PhD students, was held both to honor Michael Röckner's contributions to the field on the occasion of his 60th birthday and to bring together leading scientists and young researchers to present the current state of the art and promising future developments. Each article introduces a well-described field related to Stochastic Partial Differential Equations and Stochastic Analysis in general. In particular, the longer surveys focus on Dirichlet forms and Potential theory, the analysis of Kolmogorov operators, Fokker–Planck equations in Hilbert spaces, the theory of variational solutions to stochastic partial differential equations, singular stochastic partial differential equations and their applications in mathematical physics, as well as on the theory of regularity structures and paracontrolled distributions. The numerous research surveys make the volume especially useful for graduate students and researchers who wish to start work in the above-mentioned areas, or who want to be informed about the current state of the art.
