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portada hyperfinite dirichlet forms and stochastic processes
Type
Physical Book
Author
Publisher
Language
English
Pages
284
Format
Paperback
Dimensions
23.1 x 15.5 x 2.3 cm
Weight
0.36 kg.
ISBN
3642196586
ISBN13
9783642196584
Categories

hyperfinite dirichlet forms and stochastic processes

Sergio Albeverio (Author) · Ruzong Fan (Author) · Frederik S. Herzberg (Author) · Springer · Paperback

hyperfinite dirichlet forms and stochastic processes - Albeverio, Sergio ; Fan, Ruzong ; Herzberg, Frederik S.

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Synopsis "hyperfinite dirichlet forms and stochastic processes"

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.

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