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de Gruyter Studies in Mathematics #19: Dirichlet Forms and Symmetric Markov Processes

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Book News Annotation:

Japanese mathematicians Fukushima (Osaka U.), Yoichi Oshima (Kumamato U.), and Masayoshi Takeda (Tohoku U.) begin with an introductory and comprehensive account of the theory of (symmetric) Dirichlet forms, which they explain as an axiomatic extension of the classical Dirichlet integrals in the direction of Markovian semigroups. For this they assume readers to have completed a first course in functional analysis. Then they integrate this analytic theory with the probabilistic potential theory based on symmetric Markov processes, and develop it further in conjunction with stochastic analysis based on the additive functionals. Appendices provide the necessary background for that material. Some sections from the 1994 first edition have been removed for this second, and new sections added on capacities and Sobolev type inequalities, irreducible recurrence and ergodicity, recurrence and Poincaré type inequalities, and Donsker-Varadhan type large deviation principles. Annotation ©2011 Book News, Inc., Portland, OR (booknews.com)

Product Details

ISBN:
9783110218084
Author:
Fukushima, Masatoshi
Publisher:
Walter de Gruyter
Author:
Oshima, Yoichi
Author:
Takeda, Masayoshi
Subject:
Probability & Statistics - General
Subject:
Functional Analysis
Subject:
Mathematics | Probability and Statistics
Edition Description:
REV. and Ext.
Series:
de Gruyter Studies in Mathematics
Series Volume:
19
Publication Date:
20101231
Binding:
Hardcover
Language:
English
Pages:
490

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Science and Mathematics » Mathematics » Functional Analysis
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