Dirichlet Forms and Symmetric Markov Processes
- 400 pages
- English
- PDF
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Dirichlet Forms and Symmetric Markov Processes
About This Book
The series is devoted to the publication of monographs and high-level textbooks in mathematics, mathematical methods and their applications. Apart from covering important areas of current interest, a major aim is to make topics of an interdisciplinary nature accessible to the non-specialist.
The works in this series are addressed to advanced students and researchers in mathematics and theoretical physics. In addition, it can serve as a guide for lectures and seminars on a graduate level.
The series de Gruyter Studies in Mathematics was founded ca. 30 years ago by the late Professor Heinz Bauer and Professor Peter Gabriel with the aim to establish a series of monographs and textbooks of high standard, written by scholars with an international reputation presenting current fields of research in pure and applied mathematics.
While the editorial board of the Studies has changed with the years, the aspirations of the Studies are unchanged. In times of rapid growth of mathematical knowledge carefully written monographs and textbooks written by experts are needed more than ever, not least to pave the way for the next generation of mathematicians. In this sense the editorial board and the publisher of the Studies are devoted to continue the Studies as a service to the mathematical community.
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Table of contents
- Preface
- Notation
- Part I. Dirichlet forms
- Chapter 1. Basic theory of Dirichlet forms
- 1.1. Basic notions
- 1.2. Examples
- 1.3. Closed forms and semigroups
- 1.4. Dirichlet forms and Markovian semigroups
- 1.5. Transience of Dirichlet spaces and extended Dirichlet spaces
- 1.6. Global properties of Markovian semigroups
- Chapter 2. Potential theory for Dirichlet forms
- 2.1. Capacity and quasi continuity
- 2.2. Measures of finite energy integrals
- 2.3. Reduced functions and spectral synthesis
- Chapter 3. The scope of Dirichlet forms
- 3.1. Closability and the smallest closed extensions
- 3.2. Formulae of Beurling-Deny and LeJan
- 3.3. Maximum Markovian extensions
- Part II. Symmetric Markov processes
- Chapter 4. Analysis by symmetric Hunt processes
- 4.1. Smallness of sets and symmetry
- 4.2. Identification of potential theoretic notions
- 4.3. Orthogonal projections and hitting distributions
- 4.4. Parts of forms and processes
- 4.5. Continuity, killing and jumps of sample paths
- 4.6. Quasi notions, fine notions and global properties
- Chapter 5. Stochastic analysis by additive functionals
- 5.1. Positive continuous additive functionals and smooth measures
- 5.2. Decomposition of additive functionals of finite energy
- 5.3. Martingale additive functionals and Beurling-Deny formulae
- 5.4. Continuous additive functionals of zero energy
- 5.5. Extensions to additive functionals locally of finite energy
- 5.6. Martingale additive functionals of finite energy and stochastic integrals
- 5.7. Forward and backward martingale additive functionals
- Chapter 6. Transformations of forms and processes
- 6.1. Perturbed Dirichlet forms and killing by additive functionals
- 6.2. Traces of Dirichlet forms and time changes by additive functionals
- 6.3. Transformations by supermartingale multiplicative functionals
- Chapter 7. Construction of symmetric Markov processes
- 7.1. Construction of a Markovian transition function
- 7.2. Construction of a symmetric Hunt process
- 7.3. Dirichlet forms and Hunt processes on a Lusin space
- A Appendix
- A.1 Choquet capacities
- A.2 An introduction to Hunt processes
- A.3 A summary on martingale additive functionals
- A.4 Regular representations of Dirichlet spaces
- Notes
- Bibliography
- Index