Semi Dirichlet Forms And Markov Processes

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Semi-Dirichlet Forms and Markov Processes

Author : Yoichi Oshima
Publisher : Walter de Gruyter
ISBN 13 : 3110302063
Total Pages : 296 pages
Book Rating : 4.1/5 (13 download)

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Book Synopsis Semi-Dirichlet Forms and Markov Processes by : Yoichi Oshima

Download or read book Semi-Dirichlet Forms and Markov Processes written by Yoichi Oshima and published by Walter de Gruyter. This book was released on 2013-04-30 with total page 296 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Semi-Dirichlet Forms and Markov Processes

Author : Yoichi Oshima
Publisher : Walter de Gruyter
ISBN 13 : 9783110302073
Total Pages : 284 pages
Book Rating : 4.3/5 (2 download)

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Book Synopsis Semi-Dirichlet Forms and Markov Processes by : Yoichi Oshima

Download or read book Semi-Dirichlet Forms and Markov Processes written by Yoichi Oshima and published by Walter de Gruyter. This book was released on 2013 with total page 284 pages. Available in PDF, EPUB and Kindle. Book excerpt: "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 generalizaiton, we can cover the wide class of Markov processes and analytic theory which do not poccess 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 reserachers"--Page 4 of cover.

Dirichlet Forms and Stochastic Processes

Author : Zhiming Ma
Publisher : Walter de Gruyter
ISBN 13 : 3110880059
Total Pages : 457 pages
Book Rating : 4.1/5 (18 download)

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Book Synopsis Dirichlet Forms and Stochastic Processes by : Zhiming Ma

Download or read book Dirichlet Forms and Stochastic Processes written by Zhiming Ma and published by Walter de Gruyter. This book was released on 2011-06-24 with total page 457 pages. Available in PDF, EPUB and Kindle. Book excerpt: The series is aimed specifically at publishing peer reviewed reviews and contributions presented at workshops and conferences. Each volume is associated with a particular conference, symposium or workshop. These events cover various topics within pure and applied mathematics and provide up-to-date coverage of new developments, methods and applications.

Functional Inequalities Markov Semigroups and Spectral Theory

Author : Fengyu Wang
Publisher : Elsevier
ISBN 13 : 0080532071
Total Pages : 391 pages
Book Rating : 4.0/5 (85 download)

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Book Synopsis Functional Inequalities Markov Semigroups and Spectral Theory by : Fengyu Wang

Download or read book Functional Inequalities Markov Semigroups and Spectral Theory written by Fengyu Wang and published by Elsevier. This book was released on 2006-04-06 with total page 391 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this book, the functional inequalities are introduced to describe:(i) the spectrum of the generator: the essential and discrete spectrums, high order eigenvalues, the principle eigenvalue, and the spectral gap;(ii) the semigroup properties: the uniform intergrability, the compactness, the convergence rate, and the existence of density;(iii) the reference measure and the intrinsic metric: the concentration, the isoperimetic inequality, and the transportation cost inequality.

Dirichlet Forms and Symmetric Markov Processes

Author : Masatoshi Fukushima
Publisher : Walter de Gruyter
ISBN 13 : 3110218089
Total Pages : 501 pages
Book Rating : 4.1/5 (12 download)

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Book Synopsis Dirichlet Forms and Symmetric Markov Processes by : Masatoshi Fukushima

Download or read book Dirichlet Forms and Symmetric Markov Processes written by Masatoshi Fukushima and published by Walter de Gruyter. This book was released on 2011 with total page 501 pages. Available in PDF, EPUB and Kindle. Book excerpt: Since the publication of the first edition in 1994, this book has attracted constant interests from readers and is by now regarded as a standard reference for the theory of Dirichlet forms. For the present second edition, the authors not only revise

Pseudo Differential Operators & Markov Processes: Fourier analysis and semigroups

Author : Niels Jacob
Publisher : World Scientific
ISBN 13 : 1860942938
Total Pages : 517 pages
Book Rating : 4.8/5 (69 download)

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Book Synopsis Pseudo Differential Operators & Markov Processes: Fourier analysis and semigroups by : Niels Jacob

Download or read book Pseudo Differential Operators & Markov Processes: Fourier analysis and semigroups written by Niels Jacob and published by World Scientific. This book was released on 2001 with total page 517 pages. Available in PDF, EPUB and Kindle. Book excerpt: This work covers two topics in detail: Fourier analysis, with emphasis on positivity and also on some function spaces and multiplier theorems; and one-parameter operator semigroups with emphasis on Feller semigroups and Lp-sub-Markovian semigroups. In addition, Dirichlet forms are treated.

Canadian Journal of Mathematics

Author :
Publisher :
ISBN 13 :
Total Pages : 224 pages
Book Rating : 4./5 ( download)

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Book Synopsis Canadian Journal of Mathematics by :

Download or read book Canadian Journal of Mathematics written by and published by . This book was released on 1995-02 with total page 224 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Festschrift Masatoshi Fukushima: In Honor Of Masatoshi Fukushima's Sanju

Author : Zhen-qing Chen
Publisher : World Scientific
ISBN 13 : 981459654X
Total Pages : 618 pages
Book Rating : 4.8/5 (145 download)

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Book Synopsis Festschrift Masatoshi Fukushima: In Honor Of Masatoshi Fukushima's Sanju by : Zhen-qing Chen

Download or read book Festschrift Masatoshi Fukushima: In Honor Of Masatoshi Fukushima's Sanju written by Zhen-qing Chen and published by World Scientific. This book was released on 2014-11-27 with total page 618 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book contains original research papers by leading experts in the fields of probability theory, stochastic analysis, potential theory and mathematical physics. There is also a historical account on Masatoshi Fukushima's contribution to mathematics, as well as authoritative surveys on the state of the art in the field.

New Trends in Stochastic Analysis and Related Topics

Author : Huaizhong Zhao
Publisher : World Scientific
ISBN 13 : 9814360910
Total Pages : 458 pages
Book Rating : 4.8/5 (143 download)

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Book Synopsis New Trends in Stochastic Analysis and Related Topics by : Huaizhong Zhao

Download or read book New Trends in Stochastic Analysis and Related Topics written by Huaizhong Zhao and published by World Scientific. This book was released on 2012 with total page 458 pages. Available in PDF, EPUB and Kindle. Book excerpt: The volume is dedicated to Professor David Elworthy to celebrate his fundamental contribution and exceptional influence on stochastic analysis and related fields. Stochastic analysis has been profoundly developed as a vital fundamental research area in mathematics in recent decades. It has been discovered to have intrinsic connections with many other areas of mathematics such as partial differential equations, functional analysis, topology, differential geometry, dynamical systems, etc. Mathematicians developed many mathematical tools in stochastic analysis to understand and model random phenomena in physics, biology, finance, fluid, environment science, etc. This volume contains 12 comprehensive review/new articles written by world leading researchers (by invitation) and their collaborators. It covers stochastic analysis on manifolds, rough paths, Dirichlet forms, stochastic partial differential equations, stochastic dynamical systems, infinite dimensional analysis, stochastic flows, quantum stochastic analysis and stochastic Hamilton Jacobi theory. Articles contain cutting edge research methodology, results and ideas in relevant fields. They are of interest to research mathematicians and postgraduate students in stochastic analysis, probability, partial differential equations, dynamical systems, mathematical physics, as well as to physicists, financial mathematicians, engineers, etc.

Pseudo Differential Operators & Markov Processes

Author : Niels Jacob
Publisher : Imperial College Press
ISBN 13 : 1860947158
Total Pages : 504 pages
Book Rating : 4.8/5 (69 download)

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Book Synopsis Pseudo Differential Operators & Markov Processes by : Niels Jacob

Download or read book Pseudo Differential Operators & Markov Processes written by Niels Jacob and published by Imperial College Press. This book was released on 2005 with total page 504 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume concentrates on how to construct a Markov process by starting with a suitable pseudo-differential operator. Feller processes, Hunt processes associated with Lp-sub-Markovian semigroups and processes constructed by using the Martingale problem are at the center of the considerations. The potential theory of these processes is further developed and applications are discussed. Due to the non-locality of the generators, the processes are jump processes and their relations to Levy processes are investigated. Special emphasis is given to the symbol of a process, a notion which generalizes that of the characteristic exponent of a Levy process and provides a natural link to pseudo-differential operator theory.

Pseudo Differential Operators & Markov Processes: Markov processes and applications

Author : Niels Jacob
Publisher : Imperial College Press
ISBN 13 : 1860945686
Total Pages : 506 pages
Book Rating : 4.8/5 (69 download)

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Book Synopsis Pseudo Differential Operators & Markov Processes: Markov processes and applications by : Niels Jacob

Download or read book Pseudo Differential Operators & Markov Processes: Markov processes and applications written by Niels Jacob and published by Imperial College Press. This book was released on 2001 with total page 506 pages. Available in PDF, EPUB and Kindle. Book excerpt: This work covers two topics in detail: Fourier analysis, with emphasis on positivity and also on some function spaces and multiplier theorems; and one-parameter operator semigroups with emphasis on Feller semigroups and Lp-sub-Markovian semigroups. In addition, Dirichlet forms are treated.

Pseudo Differential Operators And Markov Processes, Volume Iii: Markov Processes And Applications

Author : Niels Jacob
Publisher : World Scientific
ISBN 13 : 1783260246
Total Pages : 504 pages
Book Rating : 4.7/5 (832 download)

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Book Synopsis Pseudo Differential Operators And Markov Processes, Volume Iii: Markov Processes And Applications by : Niels Jacob

Download or read book Pseudo Differential Operators And Markov Processes, Volume Iii: Markov Processes And Applications written by Niels Jacob and published by World Scientific. This book was released on 2005-06-14 with total page 504 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume concentrates on how to construct a Markov process by starting with a suitable pseudo-differential operator. Feller processes, Hunt processes associated with Lp-sub-Markovian semigroups and processes constructed by using the Martingale problem are at the center of the considerations. The potential theory of these processes is further developed and applications are discussed. Due to the non-locality of the generators, the processes are jump processes and their relations to Levy processes are investigated. Special emphasis is given to the symbol of a process, a notion which generalizes that of the characteristic exponent of a Levy process and provides a natural link to pseudo-differential operator theory./a

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

Author : Zhen-Qing Chen
Publisher : Princeton University Press
ISBN 13 : 069113605X
Total Pages : 496 pages
Book Rating : 4.6/5 (911 download)

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Book Synopsis Symmetric Markov Processes, Time Change, and Boundary Theory (LMS-35) by : Zhen-Qing Chen

Download or read book Symmetric Markov Processes, Time Change, and Boundary Theory (LMS-35) written by Zhen-Qing Chen and published by Princeton University Press. This book was released on 2012 with total page 496 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Lectures on Probability Theory and Statistics

Author : Sergio Albeverio
Publisher : Springer Science & Business Media
ISBN 13 : 3540403353
Total Pages : 294 pages
Book Rating : 4.5/5 (44 download)

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Book Synopsis Lectures on Probability Theory and Statistics by : Sergio Albeverio

Download or read book Lectures on Probability Theory and Statistics written by Sergio Albeverio and published by Springer Science & Business Media. This book was released on 2003-07-14 with total page 294 pages. Available in PDF, EPUB and Kindle. Book excerpt: In World Mathematical Year 2000 the traditional St. Flour Summer School was hosted jointly with the European Mathematical Society. Sergio Albeverio reviews the theory of Dirichlet forms, and gives applications including partial differential equations, stochastic dynamics of quantum systems, quantum fields and the geometry of loop spaces. The second text, by Walter Schachermayer, is an introduction to the basic concepts of mathematical finance, including the Bachelier and Black-Scholes models. The fundamental theorem of asset pricing is discussed in detail. Finally Michel Talagrand, gives an overview of the mean field models for spin glasses. This text is a major contribution towards the proof of certain results from physics, and includes a discussion of the Sherrington-Kirkpatrick and the p-spin interaction models.

Masatoshi Fukushima

Author : Masatoshi Fukushima
Publisher : Walter de Gruyter
ISBN 13 : 3110215241
Total Pages : 560 pages
Book Rating : 4.1/5 (12 download)

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Book Synopsis Masatoshi Fukushima by : Masatoshi Fukushima

Download or read book Masatoshi Fukushima written by Masatoshi Fukushima and published by Walter de Gruyter. This book was released on 2010 with total page 560 pages. Available in PDF, EPUB and Kindle. Book excerpt: Masatoshi Fukushima is one of the most influential probabilists of our times. His fundamental work on Dirichlet forms and Markov processes made Hilbert space methods a tool in stochastic analysis and by this he opened the way to several new developments. His impact on a new generation of probabilists can hardly be overstated. These Selecta collect 25 of Fukushima's seminal articles published between 1967 and 2007.

Dirichlet Forms and Related Topics

Author : Zhen-Qing Chen
Publisher : Springer Nature
ISBN 13 : 9811946728
Total Pages : 572 pages
Book Rating : 4.8/5 (119 download)

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Book Synopsis Dirichlet Forms and Related Topics by : Zhen-Qing Chen

Download or read book Dirichlet Forms and Related Topics written by Zhen-Qing Chen and published by Springer Nature. This book was released on 2022-09-04 with total page 572 pages. Available in PDF, EPUB and Kindle. Book excerpt: This conference proceeding contains 27 peer-reviewed invited papers from leading experts as well as young researchers all over the world in the related fields that Professor Fukushima has made important contributions to. These 27 papers cover a wide range of topics in probability theory, ranging from Dirichlet form theory, Markov processes, heat kernel estimates, entropy on Wiener spaces, analysis on fractal spaces, random spanning tree and Poissonian loop ensemble, random Riemannian geometry, SLE, space-time partial differential equations of higher order, infinite particle systems, Dyson model, functional inequalities, branching process, to machine learning and Hermitizable problems for complex matrices. Researchers and graduate students interested in these areas will find this book appealing.

Pseudo Differential Operators And Markov Processes, Volume I: Fourier Analysis And Semigroups

Author : Niels Jacob
Publisher : World Scientific
ISBN 13 : 178326134X
Total Pages : 517 pages
Book Rating : 4.7/5 (832 download)

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Book Synopsis Pseudo Differential Operators And Markov Processes, Volume I: Fourier Analysis And Semigroups by : Niels Jacob

Download or read book Pseudo Differential Operators And Markov Processes, Volume I: Fourier Analysis And Semigroups written by Niels Jacob and published by World Scientific. This book was released on 2001-11-28 with total page 517 pages. Available in PDF, EPUB and Kindle. Book excerpt: After recalling essentials of analysis — including functional analysis, convexity, distribution theory and interpolation theory — this book handles two topics in detail: Fourier analysis, with emphasis on positivity and also on some function spaces and multiplier theorems; and one-parameter operator semigroups with emphasis on Feller semigroups and Lp-sub-Markovian semigroups. In addition, Dirichlet forms are treated. The book is self-contained and offers new material originated by the author and his students./a