Dirichlet Forms and Symmetric Markov Processes

Masatoshi Fukushima

ISBN 10: 3110218089 / ISBN 13: 9783110218084

Published by De Gruyter, De Gruyter Dez 2010, 2010

About this Item

Neuware -This book contains an introductory and comprehensive account of the theory of (symmetric) Dirichlet forms. Moreover this analytic theory is unified with the probabilistic potential theory based on symmetric Markov processes and developed further in conjunction with the stochastic analysis based on additive functional.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 revised the existing text, but also added sections on capacities and Sobolev type inequalities, irreducible recurrence and ergodicity, recurrence and Poincaré type inequalities, the Donsker-Varadhan type large deviation principle, as well as several new exercises with solutions.The book addresses to researchers and graduate students who wish to comprehend the area of Dirichlet forms and symmetric Markov processes.Walter de Gruyter GmbH, Genthiner Strasse 13, 10785 Berlin 500 pp. Englisch.

Seller Inventory # 9783110218084

Bibliographic Details

• Title: Dirichlet Forms and Symmetric Markov Processes
• Publisher: De Gruyter, De Gruyter Dez 2010
• Publication Date: 2010
• Language: English
• ISBN 10: 3110218089
• ISBN 13: 9783110218084
• Binding: Buch
• Edition: 1st Edition
• Condition: Neu
• Dimensions: 246W x 175H x 33D millimeters 246 millimeters width by 175 millimeters height by 33 millimeters depth
• Weight: 1019 grams

About this title

Synopsis

This book contains an introductory and comprehensive account of the theory of (symmetric) Dirichlet forms. Moreover this analytic theory is unified with the probabilistic potential theory based on symmetric Markov processes and developed further in conjunction with the stochastic analysis based on additive functional.

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 revised the existing text, but also added sections on capacities and Sobolev type inequalities, irreducible recurrence and ergodicity, recurrence and Poincaré type inequalities, the Donsker-Varadhan type large deviation principle, as well as several new exercises with solutions.

The book addresses to researchers and graduate students who wish to comprehend the area of Dirichlet forms and symmetric Markov processes.

About the Author

Masatoshi Fukushima, Osaka University, Japan; Yoichi Oshima, Kumamoto University, Japan; Masayoshi Takeda, Tohoku University, Japan.