Verfügbarkeit: Dirichlet forms and symmetric Markov processes

Dirichlet forms and symmetric Markov processes:

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Bibliographische Detailangaben
Hauptverfasser:	Fukushima, Masatoshi 1935- (VerfasserIn), Ōshima, Yōichi (VerfasserIn), Takeda, Masayoshi (VerfasserIn)
Format:	Buch
Sprache:	English
Veröffentlicht:	Berlin [u.a.] De Gruyter 2011
Ausgabe:	2., rev. and extended ed.
Schriftenreihe:	De Gruyter Studies in Mathematics 19
Schlagworte:	Markov-Prozess Dirichletsche Form
Online-Zugang:	Inhaltstext Inhaltsverzeichnis
Beschreibung:	Includes bibliographical references and index
Beschreibung:	VIII, 489 S.
ISBN:	9783110218084

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MARC


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Datensatz im Suchindex

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adam_text	CONTENTS PREFACE TO THE FIRST AND SECOND EDITION V NOTATION IX I DIRICHLET FORMS 1 1 BASIC THEORY OF DIRICHLET FORMS 3 1.1 BASIC NOTIONS 3 1.2 EXAMPLES 6 1.3 CLOSED FORMS AND SEMIGROUPS 16 1.4 DIRICHLET FORMS AND MARKOVIAN SEMIGROUPS 25 1.5 TRANSIENCE OF DIRICHLET SPACES AND EXTENDED DIRICHLET SPACES . 37 1.6 GLOBAL PROPERTIES OF MARKOVIAN SEMIGROUPS 53 2 POTENTIAL THEORY FOR DIRICHLET FORMS 66 2.1 CAPACITY AND QUASI CONTINUITY 66 2.2 MEASURES OF FINITE ENERGY INTEGRALS 77 2.3 REDUCED FUNCTIONS AND SPECTRAL SYNTHESIS 95 2.4 CAPACITIES AND SOBOLEV TYPE INEQUALITIES 101 3 THE SCOPE OF DIRICHLET FORMS 109 3.1 CLOSABILITY AND THE SMALLEST CLOSED EXTENSIONS 109 3.2 FORMULAE OF BEURLING-DENY AND LEJAN 120 3.3 MAXIMUM MARKOVIAN EXTENSIONS 130 II SYMMETRIC MARKOV PROCESSES 149 4 ANALYSIS BY SYMMETRIC HUNT PROCESSES 151 4.1 SMALLNESS OF SETS AND SYMMETRY 152 4.2 IDENTIFICATION OF POTENTIAL THEORETIC NOTIONS 160 4.3 ORTHOGONAL PROJECTIONS AND HITTING DISTRIBUTIONS 168 4.4 PARTS OF FORMS AND PROCESSES 172 4.5 CONTINUITY, KILLING, AND JUMPS OF SAMPLE PATHS 178 HTTP://D-NB.INFO/1009312146 VIII CONTENTS 4.6 QUASI NOTIONS, FINE NOTIONS AND GLOBAL PROPERTIES 189 4.7 IRREDUCIBLE RECURRENCE AND ERGODICITY 201 4.8 RECURRENCE AND POINCARE TYPE INEQUALITIES 207 5 STOCHASTIC ANALYSIS BY ADDITIVE FUNCTIONAL 221 5.1 POSITIVE CONTINUOUS ADDITIVE FUNCTIONAL AND SMOOTH MEASURES . . 222 5.2 DECOMPOSITION OF ADDITIVE FUNCTIONALS OF FINITE ENERGY 241 5.3 MARTINGALE ADDITIVE FUNCTIONALS AND BEURLING-DENY FORMULAE . . . 256 5.4 CONTINUOUS ADDITIVE FUNCTIONALS OF ZERO ENERGY 261 5.5 EXTENSIONS TO ADDITIVE FUNCTIONALS LOCALLY OF FINITE ENERGY 270 5.6 MARTINGALE ADDITIVE FUNCTIONALS OF FINITE ENERGY AND STOCHASTIC INTEGRALS 286 5.7 FORWARD AND BACKWARD MARTINGALE ADDITIVE FUNCTIONALS 295 6 TRANSFORMATIONS OF FORMS AND PROCESSES 307 6.1 PERTURBED DIRICHLET FORMS AND KILLING BY ADDITIVE FUNCTIONALS . . . 308 6.2 TRACES OF DIRICHLET FORMS AND TIME CHANGES BY ADDITIVE FUNCTIONALS 314 6.2.1 TRANSIENT CASE 316 6.2.2 GENERAL CASE 321 6.3 TRANSFORMATIONS BY SUPERMARTINGALE MULTIPLICATIVE FUNCTIONALS . . 332 6.4 DONSKER-VARADHAN TYPE LARGE DEVIATION PRINCIPLE 346 7 CONSTRUCTION OF SYMMETRIC MARKOV PROCESSES 369 7.1 CONSTRUCTION OF A MARKOVIAN TRANSITION FUNCTION 369 7.2 CONSTRUCTION OF A SYMMETRIC HUNT PROCESS 373 APPENDIX 382 A.L CHOQUET CAPACITIES 382 A.2 AN INTRODUCTION TO HUNT PROCESSES 384 A.3 A SUMMARY ON MARTINGALE ADDITIVE FUNCTIONALS 406 A.4 REGULAR REPRESENTATIONS OF DIRICHLET SPACES 422 A.5 SOLUTIONS TO EXERCISES 439 NOTES 453 BIBLIOGRAPHY 461 INDEX 485
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author	Fukushima, Masatoshi 1935- Ōshima, Yōichi Takeda, Masayoshi
author_GND	(DE-588)110160827 (DE-588)114266425 (DE-588)114266441
author_facet	Fukushima, Masatoshi 1935- Ōshima, Yōichi Takeda, Masayoshi
author_role	aut aut aut
author_sort	Fukushima, Masatoshi 1935-
author_variant	m f mf y ō yō m t mt
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ctrlnum	(OCoLC)701492487 (DE-599)DNB1009312146
dewey-full	519.233
dewey-hundreds	500 - Natural sciences and mathematics
dewey-ones	519 - Probabilities and applied mathematics
dewey-raw	519.233
dewey-search	519.233
dewey-sort	3519.233
dewey-tens	510 - Mathematics
discipline	Mathematik
edition	2., rev. and extended ed.
format	Book
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spelling	Fukushima, Masatoshi 1935- Verfasser (DE-588)110160827 aut Dirichlet forms and symmetric Markov processes Masatoshi Fukushima ; Yoichi Oshima ; Masayoshi Takeda 2., rev. and extended ed. Berlin [u.a.] De Gruyter 2011 VIII, 489 S. txt rdacontent n rdamedia nc rdacarrier De Gruyter studies in mathematics 19 Includes bibliographical references and index Markov-Prozess (DE-588)4134948-9 gnd rswk-swf Dirichletsche Form (DE-588)4150137-8 gnd rswk-swf Dirichletsche Form (DE-588)4150137-8 s Markov-Prozess (DE-588)4134948-9 s DE-604 Ōshima, Yōichi Verfasser (DE-588)114266425 aut Takeda, Masayoshi Verfasser (DE-588)114266441 aut Erscheint auch als Online-Ausgabe 978-3-11-021809-1 De Gruyter Studies in Mathematics 19 (DE-604)BV000005407 19 X:MVB text/html http://deposit.dnb.de/cgi-bin/dokserv?id=3644838&prov=M&dok%5Fvar=1&dok%5Fext=htm Inhaltstext DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=021151345&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis
spellingShingle	Fukushima, Masatoshi 1935- Ōshima, Yōichi Takeda, Masayoshi Dirichlet forms and symmetric Markov processes De Gruyter Studies in Mathematics Markov-Prozess (DE-588)4134948-9 gnd Dirichletsche Form (DE-588)4150137-8 gnd
subject_GND	(DE-588)4134948-9 (DE-588)4150137-8
title	Dirichlet forms and symmetric Markov processes
title_auth	Dirichlet forms and symmetric Markov processes
title_exact_search	Dirichlet forms and symmetric Markov processes
title_full	Dirichlet forms and symmetric Markov processes Masatoshi Fukushima ; Yoichi Oshima ; Masayoshi Takeda
title_fullStr	Dirichlet forms and symmetric Markov processes Masatoshi Fukushima ; Yoichi Oshima ; Masayoshi Takeda
title_full_unstemmed	Dirichlet forms and symmetric Markov processes Masatoshi Fukushima ; Yoichi Oshima ; Masayoshi Takeda
title_short	Dirichlet forms and symmetric Markov processes
title_sort	dirichlet forms and symmetric markov processes
topic	Markov-Prozess (DE-588)4134948-9 gnd Dirichletsche Form (DE-588)4150137-8 gnd
topic_facet	Markov-Prozess Dirichletsche Form
url	http://deposit.dnb.de/cgi-bin/dokserv?id=3644838&prov=M&dok%5Fvar=1&dok%5Fext=htm http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=021151345&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA
volume_link	(DE-604)BV000005407
work_keys_str_mv	AT fukushimamasatoshi dirichletformsandsymmetricmarkovprocesses AT oshimayoichi dirichletformsandsymmetricmarkovprocesses AT takedamasayoshi dirichletformsandsymmetricmarkovprocesses

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