Symmetric Markov Processes, Time Change, and Boundary Theory (LMS-35) (London Mathematical Society Monographs) 1st Edition by Zhenqing Chen (PDF)

Description

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.

User’s Reviews

Reviews from Amazon users which were colected at the time this book was published on the website:

⭐この本はタイトル通り、対称マルコフ過程、時間変更、境界理論について書かれた大変優れた学術書である。前半の対称マルコフ過程やディリクレ形式理論は、2番目の著者とその他２人による秀逸な学術書「Dirichlet Forms and Symmetric Markov Processes」と同様であるが、この本の方がやや具体例が多いように思う。後半は著者達の最近の研究結果も紹介されていて大変興味深い。マルコフ過程の時間変更は境界理論を研究する上でも大変重要である。英語が苦手な読者は、日本語で書かれた「マルコフ過程 (確率論教程シリーズ)」を参考に、この本と前述した「Dirichlet Forms and Symmetric Markov Processes」を勉強すれば、ディリクレ形式理論による対称マルコフ過程論、マルコフ過程からのポテンシャル論やその他マルコフ過程の面白いトピックをマスターできると思うが、その道のりは富士山を登るより険しいであろう。しかし、対称マルコフ過程の本質を学ぶことができるので、興味ある方には是非おすすめしたい。

⭐

Keywords

Free Download Symmetric Markov Processes, Time Change, and Boundary Theory (LMS-35) (London Mathematical Society Monographs) 1st Edition in PDF format
Symmetric Markov Processes, Time Change, and Boundary Theory (LMS-35) (London Mathematical Society Monographs) 1st Edition PDF Free Download
Download Symmetric Markov Processes, Time Change, and Boundary Theory (LMS-35) (London Mathematical Society Monographs) 1st Edition 2011 PDF Free
Symmetric Markov Processes, Time Change, and Boundary Theory (LMS-35) (London Mathematical Society Monographs) 1st Edition 2011 PDF Free Download
Download Symmetric Markov Processes, Time Change, and Boundary Theory (LMS-35) (London Mathematical Society Monographs) 1st Edition PDF
Free Download Ebook Symmetric Markov Processes, Time Change, and Boundary Theory (LMS-35) (London Mathematical Society Monographs) 1st Edition