Hyperfinite Dirichlet Forms and Stochastic Processes [electronic resource] /by Sergio Albeverio, Ruzong Fan, Frederik Herzberg.
by Albeverio, Sergio [author.]; Fan, Ruzong [author.]; Herzberg, Frederik [author.]; SpringerLink (Online service).
Material type:
BookSeries: Lecture Notes of the Unione Matematica Italiana: 10Publisher: Berlin, Heidelberg : Springer Berlin Heidelberg, 2011.Description: XIV, 284 p. 1 illus. in color. online resource.ISBN: 9783642196591.Subject(s): Mathematics | Logic, Symbolic and mathematical | Distribution (Probability theory) | Mathematics | Mathematical Logic and Foundations | Probability Theory and Stochastic ProcessesDDC classification: 511.3 Online resources: Click here to access online
In:
Springer eBooksSummary: 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.
| Item type | Current location | Call number | Status | Date due | Barcode |
|---|---|---|---|---|---|
| MAIN LIBRARY | QA8.9-10.3 (Browse shelf) | Available |
Browsing MAIN LIBRARY Shelves Close shelf browser
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.
There are no comments for this item.