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Beschreibung
This book, suitable for a one-year graduate course, gives a streamlined introduction to the theory of Dirichlet forms on general state spaces, including both the analytic and probabilistic aspects. It will appeal to graduate and advanced undergraduate students of mathematics interested in probability and its interface with analysis and physics as well as to mathematical physicists.
This book, suitable for a one-year graduate course, gives a streamlined introduction to the theory of Dirichlet forms on general state spaces, including both the analytic and probabilistic aspects. It will appeal to graduate and advanced undergraduate students of mathematics interested in probability and its interface with analysis and physics as well as to mathematical physicists.
Zusammenfassung
This book, suitable for a one-year graduate course, gives a streamlined introduction to the theory of Dirichlet forms on general state spaces, including both the analytic and probabilistic aspects. It will appeal to graduate and advanced undergraduate students of mathematics interested in probability and its interface with analysis and physics as well as to mathematical physicists.
Inhaltsverzeichnis
0 Introduction.- I Functional Analytic Background.- 1 Resolvents, semigroups, generators.- 2 Coercive bilinear forms.- 3 Closability.- 4 Contraction properties.- 5 Notes/References.- II Examples.- 1 Starting point: operator.- 2 Starting point: bilinear form - finite dimensional case.- 3 Starting point: bilinear form - infinite dimensional case.- 4 Starting point: semigroup of kernels.- 5 Starting point: resolvent of kernels.- 6 Notes/References.- III Analytic Potential Theory of Dirichlet Forms.- 1 Excessive functions and balayage.- 2 ?-exceptional sets and capacities.- 3 Quasi-continuity.- 4 Notes/References.- IV Markov Processes and Dirichlet Forms.- 1 Basics on Markov processes.- 2 Association of right processes and Dirichlet forms.- 3 Quasi-regularity and the construction of the process.- 4 Examples of quasi-regular Dirichlet forms.- 5 Necessity of quasi-regularity and some probabilistic potential theory.- 6 One-to-one correspondences.- 7 Notes/References.- V Characterization of Particular Processes.- 1 Local property and diffusions.- 2 A new capacity and Hunt processes.- 3 Notes/References.- VI Regularization.- 1 Local compactification.- 2 Consequences - the transfer method.- 3 Notes/References.- A Some Complements.- 1 Adjoint operators.- 2 The Banach/Alaoglu and Banach/Saks theorems.- 3 Supplement on Ray resolvents and right processes.
Details
Erscheinungsjahr: 1992
Fachbereich: Allgemeines
Genre: Mathematik, Medizin, Naturwissenschaften, Technik
Rubrik: Naturwissenschaften & Technik
Thema: Lexika
Medium: Taschenbuch
Reihe: Universitext
Inhalt: viii
209 S.
ISBN-13: 9783540558484
ISBN-10: 3540558489
Sprache: Englisch
Einband: Kartoniert / Broschiert
Autor: Ma, Zhi-Ming
Röckner, Michael
Hersteller: Springer
Springer Vieweg
Springer-Verlag GmbH
Universitext
Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, D-69121 Heidelberg, juergen.hartmann@springer.com
Maße: 235 x 155 x 13 mm
Von/Mit: Zhi-Ming Ma (u. a.)
Erscheinungsdatum: 14.12.1992
Gewicht: 0,347 kg
Artikel-ID: 102329077