书目名称 | Hyperfinite Dirichlet Forms and Stochastic Processes |
编辑 | Sergio Albeverio,Ruzong Fan,Frederik Herzberg |
视频video | |
概述 | Includes historical notes and comprehensive bibliography.An appendix on nonstandard analysis makes the book self-contained.A special chapter on Lévy processes increases the scope of applications.Inclu |
丛书名称 | Lecture Notes of the Unione Matematica Italiana |
图书封面 |  |
描述 | .This monograph treats the theory of Dirichlet forms from a comprehensive point of view, using "nonstandard analysis." Thus, it is close in spirit to the discrete classical formulation of Dirichlet space theory by Beurling and Deny (1958). The discrete infinitesimal setup makes it possible to study the diffusion and the jump part using essentially the same methods. This setting has the advantage of being independent of special topological properties of the state space and in this sense is a natural one, valid for both finite- and infinite-dimensional spaces.. .The present monograph provides a thorough treatment of the symmetric as well as the non-symmetric case, surveys the theory of hyperfinite Lévy processes, and summarizes in an epilogue the model-theoretic genericity of hyperfinite stochastic processes theory.. |
出版日期 | Book 2011 |
关键词 | 03H05; 60J45; Dirichlet form; Markov processes; non-standard analysis |
版次 | 1 |
doi | https://doi.org/10.1007/978-3-642-19659-1 |
isbn_softcover | 978-3-642-19658-4 |
isbn_ebook | 978-3-642-19659-1Series ISSN 1862-9113 Series E-ISSN 1862-9121 |
issn_series | 1862-9113 |
copyright | Springer-Verlag Berlin Heidelberg 2011 |