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Semi-Dirichlet Forms and Markov Processes

Semi-Dirichlet Forms and Markov Processes

Hardcover

Series: de Gruyter Studies in Mathematics, Book 48

General MathematicsProbability & Statistics

ISBN10: 3110302004
ISBN13: 9783110302004
Publisher: De Gruyter
Published: Apr 17 2013
Pages: 294
Weight: 1.48
Height: 0.69 Width: 6.69 Depth: 9.61
Language: English

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.

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General Mathematics