Semi-Dirichlet forms and Markov processes
By: by Yoichi Oshima
Series: De Gruyter studies in mathematics -- 48
Publisher: De Gruyter
Published: 2013
Place of publication: Berlin; New York
Language: eng
Number of pages: 284
ISBN-13: 9783110302004
Subjects: Dirichlet forms; Markov processes
Description: "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 generalizaiton, we can cover the wide class of Markov processes and analytic theory which do not poccess 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 reserachers" -- Cover p. [4].
Notes: Includes bibliographical references and index.