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  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Hyperfinite Dirichlet Forms and Stochastic Processes

Hyperfinite Dirichlet Forms and Stochastic Processes

Fan, Ruzong
Herzberg, Frederik S.
Albeverio, Sergio

Paperback

Series: Lecture Notes Of The Unione Matematica Italiana, Book 10

FictionProbability & Statistics

ISBN10: 3642196586
ISBN13: 9783642196584
Publisher: Springer Nature
Published: May 29 2011
Pages: 284
Weight: 0.80
Height: 0.90 Width: 6.10 Depth: 9.10
Language: English

This monograph treats the theory of Dirichlet forms from a comprehensive point of view, using nonstandard analysis. Thus, it is close in spirit to the discrete classical formulation of Dirichlet space theory by Beurling and Deny (1958). The discrete infinitesimal setup makes it possible to study the diffusion and the jump part using essentially the same methods. This setting has the advantage of being independent of special topological properties of the state space and in this sense is a natural one, valid for both finite- and infinite-dimensional spaces.

The present monograph provides a thorough treatment of the symmetric as well as the non-symmetric case, surveys the theory of hyperfinite Lévy processes, and summarizes in an epilogue the model-theoretic genericity of hyperfinite stochastic processes theory.

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