Hyperfinite Dirichlet Forms and Stochastic Processes (Paperback)

Sergio Albeverio

ISBN 10: 3642196586 / ISBN 13: 9783642196584

Editore: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, Berlin, 2011

Riguardo questo articolo

Paperback. 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 Levy processes, and summarizes in an epilogue the model-theoretic genericity of hyperfinite stochastic processes theory. This monograph covers the theory of Dirichlet forms. It examines the symmetric as well as the non-symmetric case, surveys the theory of hyperfinite Levy processes and summarizes the model-theoretic genericity of hyperfinite stochastic processes theory. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.

Codice articolo 9783642196584

Dati bibliografici

• Titolo: Hyperfinite Dirichlet Forms and Stochastic Processes (Paperback)
• Editore: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, Berlin
• Data di pubblicazione: 2011
• Lingua: Inglese
• ISBN 10: 3642196586
• ISBN 13: 9783642196584
• Rilegatura: Paperback
• Condizione: new

Descrizione articolo

Riassunto

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.