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Item Details
| Title:
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HYPERFINITE DIRICHLET FORMS AND STOCHASTIC PROCESSES
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| By: |
Sergio Albeverio, Ruzong Fan, Frederik S. Herzberg |
| Format: |
Paperback |
| List price:
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£40.99 |
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We currently do not stock this item, please contact the publisher directly for
further information.
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| ISBN 10: |
3642196586 |
| ISBN 13: |
9783642196584 |
| Publisher: |
SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG |
| Pub. date: |
29 May, 2011 |
| Edition: |
2011 ed. |
| Series: |
Lecture Notes of the Unione Matematica Italiana 10 |
| Pages: |
284 |
| Description: |
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. |
| Synopsis: |
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. |
| Illustrations: |
1 Illustrations, color; XIV, 284 p. 1 illus. in color. |
| Publication: |
Germany |
| Imprint: |
Springer-Verlag Berlin and Heidelberg GmbH & Co. K |
| Returns: |
Returnable |
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