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Symmetric Markov processes, time change, and boundary theory [[electronic resource] /] / Zhen-Qing Chen, Masatoshi Fukushima



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Autore: Chen Zhen-Qing Visualizza persona
Titolo: Symmetric Markov processes, time change, and boundary theory [[electronic resource] /] / Zhen-Qing Chen, Masatoshi Fukushima Visualizza cluster
Pubblicazione: Princeton, N.J., : Princeton University Press, 2011
Edizione: Course Book
Descrizione fisica: 1 online resource (496 p.)
Disciplina: 519.233
Soggetto topico: Markov processes
Boundary value problems
Dirichlet problem
Soggetto non controllato: Beurling-Deny decomposition
Beurling-Deny formula
Brownian motions
Dirichlet forms
Dirichlet spaces
Douglas integrals
Feller measures
Hausdorff topological space
Markov processes
Markovian symmetric operators
Silverstein extension
additive functional theory
additive functionals
analytic concepts
analytic potential theory
boundary theory
countable boundary
decompositions
energy functional
extended Dirichlet spaces
fine properties
harmonic functions
harmonicity
hitting distributions
irreducibility
lateral condition
local properties
m-tight special Borel
many-point extensions
one-point extensions
part processes
path behavior
perturbed Dirichlet forms
positive continuous additive functionals
probabilistic derivation
probabilistic potential theory
quasi properties
quasi-homeomorphism
quasi-regular Dirichlet forms
recurrence
reflected Dirichlet spaces
reflecting Brownian motions
reflecting extensions
regular Dirichlet forms
regular recurrent Dirichlet forms
smooth measures
symmetric Hunt processes
symmetric Markov processes
symmetric Markovian semigroups
terminal random variables
time change theory
time changes
time-changed process
transience
transient regular Dirichlet forms
Altri autori: FukushimaMasatoshi  
Note generali: Description based upon print version of record.
Nota di bibliografia: Includes bibliographical references and index.
Nota di contenuto: Front matter -- Contents -- Notation -- Preface -- Chapter One. Symmetric Markovian Semigroups and Dirichlet Forms -- Chapter Two. Basic Properties and Examples of Dirichlet Forms -- Chapter Three. Symmetric Hunt Processes and Regular Dirichlet Forms -- Chapter Four. Additive Functionals of Symmetric Markov Processes -- Chapter Five. Time Changes of Symmetric Markov Processes -- Chapter Six. Reflected Dirichlet Spaces -- Chapter Seven. Boundary Theory for Symmetric Markov Processes -- Appendix A. Essentials of Markov Processes -- Appendix B. Solutions To Exercises -- Notes -- Bibliography -- Catalogue Of Some Useful Theorems -- Index
Sommario/riassunto: This book gives a comprehensive and self-contained introduction to the theory of symmetric Markov processes and symmetric quasi-regular Dirichlet forms. In a detailed and accessible manner, Zhen-Qing Chen and Masatoshi Fukushima cover 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. The authors develop the theory in a general framework of symmetric quasi-regular Dirichlet forms in a unified manner with that of regular Dirichlet forms, emphasizing the role of extended Dirichlet spaces and the rich interplay between the probabilistic and analytic aspects of the theory. Chen and Fukushima then address the latest advances in the theory, presented here for the first time in any book. Topics include the characterization of time-changed Markov processes in terms of Douglas integrals and a systematic account of reflected Dirichlet spaces, and the important roles such advances play in the boundary theory of symmetric Markov processes. This volume is an ideal resource for researchers and practitioners, and can also serve as a textbook for advanced graduate students. It includes examples, appendixes, and exercises with solutions.
Titolo autorizzato: Symmetric Markov processes, time change, and boundary theory  Visualizza cluster
ISBN: 1-283-29094-4
9786613290946
Formato: Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione: Inglese
Record Nr.: 9910789724903321
Lo trovi qui: Univ. Federico II
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Serie: London Mathematical Society monographs ; ; v. 35.