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.

Download or read book Markov processes associated with semi Dirichlet forms written by Zhi-Ming Ma and published by . This book was released on 1993 with total page 22 pages. Available in PDF, EPUB and Kindle. Book excerpt:

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

Download or read book Markov Processes Associated with Semi Dirichlet Forms written by Z.-M. Ma and published by . This book was released on 1993 with total page 22 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Dirichlet Forms and Analysis on Wiener Space written by Nicolas Bouleau and published by Walter de Gruyter. This book was released on 2010-10-13 with total page 337 pages. Available in PDF, EPUB and Kindle. Book excerpt: The subject of this book is analysis on Wiener space by means of Dirichlet forms and Malliavin calculus. There are already several literature on this topic, but this book has some different viewpoints. First the authors review the theory of Dirichlet forms, but they observe only functional analytic, potential theoretical and algebraic properties. They do not mention the relation with Markov processes or stochastic calculus as discussed in usual books (e.g. Fukushima’s book). Even on analytic properties, instead of mentioning the Beuring-Deny formula, they discuss “carré du champ” operators introduced by Meyer and Bakry very carefully. Although they discuss when this “carré du champ” operator exists in general situation, the conditions they gave are rather hard to verify, and so they verify them in the case of Ornstein-Uhlenbeck operator in Wiener space later. (It should be noticed that one can easily show the existence of “carré du champ” operator in this case by using Shigekawa’s H-derivative.) In the part on Malliavin calculus, the authors mainly discuss the absolute continuity of the probability law of Wiener functionals. The Dirichlet form corresponds to the first derivative only, and so it is not easy to consider higher order derivatives in this framework. This is the reason why they discuss only the first step of Malliavin calculus. On the other hand, they succeeded to deal with some delicate problems (the absolute continuity of the probability law of the solution to stochastic differential equations with Lipschitz continuous coefficients, the domain of stochastic integrals (Itô-Ramer-Skorokhod integrals), etc.). This book focuses on the abstract structure of Dirichlet forms and Malliavin calculus rather than their applications. However, the authors give a lot of exercises and references and they may help the reader to study other topics which are not discussed in this book. Zentralblatt Math, Reviewer: S.Kusuoka (Hongo)

Download or read book Dirichlet Forms and Markov Processes written by Masatoshi Fukushima and published by Elsevier Science & Technology. This book was released on 1980 with total page 216 pages. Available in PDF, EPUB and Kindle. Book excerpt:

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.

Download or read book Some Topics on Dirichlet Forms and Non symmetric Markov Processes written by Jing Zhang and published by . This book was released on 2016 with total page 115 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this thesis, we discuss three topics on Dirichlet forms and non-symmetric Markov processes. First, we explore the analytic structure of non-symmetric Markov processes. Let U be an open set of Rn, m a positive Radon measure on U, and (Pt)t>0 a strongly continuous contraction sub-Markovian semigroup on L2(U;m). We give an explicit Lev́y-Khintchine type representation of the generator A of (Pt)t>0. If (Pt)t>0 is an analytic semigroup, we give an explicit characterization of the semi-Dirichlet form E associated with (Pt)t>0. Second, we consider the Dirichlet boundary value problem for a general class of second order non-symmetric elliptic operators L with singular coefficients. We show that there exists a unique, bounded continuous solution by using the theory of Dirichlet forms and heat kernel estimates. Also, we give a probabilistic representation of the non-symmetric semigroup generated by L. Finally, we present new results on Hunt's hypothesis (H) for Levy processes. These include a comparison result on Levy processes which implies that big jumps have no effect on the validity of (H), a new necessary and sufficient condition for (H), and an extended Kanda-Forst-Rao theorem.

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.

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.

Download or read book Dirichlet Forms and Markov Processes written by Wilhelm Stannat and published by . This book was released on 1995 with total page 36 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Dirichlet forms and Markov processes Dirikure keishiki to Marukofu katei engl Von Masatoshi Fukushima written by Massatoshi Fukushima and published by . This book was released on 1980 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

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:

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.

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.

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.

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.