Semi-Dirichlet Forms and Markov Processes
Author | : Yoichi Oshima |
Publisher | : Walter de Gruyter |
Total Pages | : 296 |
Release | : 2013-04-30 |
ISBN-10 | : 9783110302066 |
ISBN-13 | : 3110302063 |
Rating | : 4/5 (063 Downloads) |
Download or read book Semi-Dirichlet Forms and Markov Processes written by Yoichi Oshima and published by Walter de Gruyter. This book was released on 2013-04-30 with total page 296 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book deals with analytic treatments of Markov processes. Symmetric Dirichlet forms and their associated Markov processes are important and powerful tools in the theory of Markov processes and their applications. The theory is well studied and used in various fields. In this monograph, we intend to generalize the theory to non-symmetric and time dependent semi-Dirichlet forms. By this generalization, we can cover the wide class of Markov processes and analytic theory which do not possess the dual Markov processes. In particular, under the semi-Dirichlet form setting, the stochastic calculus is not well established yet. In this monograph, we intend to give an introduction to such calculus. Furthermore, basic examples different from the symmetric cases are given. The text is written for graduate students, but also researchers.