Symmetric Markov Processes, Time Change, and Boundary Theory (Lms-35)

Zusatztext "The presentation is comprehensive and self contained though it requires solid previous knowledge on theoretic probability together with some notions on measure theory and functional analysis. The volume can serve as textbook for graduate students or as a reference for researchers on the field." ---Marco Castrillon Lopez! European Mathematical Society Informationen zum Autor Zhen-Qing Chen & Masatoshi Fukushima Klappentext "This is an excellent book that provides a systematic treatment of one of the most fundamental concepts in modern probability theory. It will certainly find lots of interest among all mathematicians who work at the interplay of stochastics and analysis." --Karl-Theodor Sturm, University of Bonn "Modern theory of Dirichlet forms is widely considered to be one of the main achievements in the analysis of stochastic process, and the authors of this book are among the world's leading experts in the field." --Michael Röckner, Bielefeld University Zusammenfassung Gives an introduction to the theory of symmetric Markov processes and symmetric quasi-regular Dirichlet forms. This title covers 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.

Product details

• Authors: Zhenqing Chen, Zhen-Qing Chen, Zhenqing Fukushima Chen, Zhen-Qing Fukushima Chen, Masatoshi Fukushima, Fukushima Masatoshi
• Assisted by: Martin Bridson (Editor)
• Publisher: Princeton University Press
• Languages: English
• Product format: Hardback
• Released: 20.11.2011
• EAN: 9780691136059
• ISBN: 978-0-691-13605-9
• No. of pages: 512
• Series: London Mathematical Society Mo; London Mathematical Society Monographs; London Mathematical Society Monographs
• Subjects: Natural sciences, medicine, IT, technology > Mathematics > Probability theory, stochastic theory, mathematical statistics; MATHEMATICS / Probability & Statistics / General, Probability & statistics, Probability and statistics