ENGLISH

Hyperfinite Dirichlet Forms and Stochastic Processes

By Sergio Albeverio , Ruzong Fan , Frederik Herzberg

Book information

Publisher
Springer
Year
2011
ISBN
3642196586, 9783642196584, 9783642196591
DOI
10.1007/9783042196591
ISSN
1862-9113
LCC
QA274.2 .A43 2011
Open Library ID
OL25158626M
Language
english
Format
PDF
Filesize
2 MB (2368065 bytes)
Series
Lecture Notes of the Unione Matematica Italiana volume 10
Edition
1st Edition.
Pages
301\301
Orientation
yes
Scanned
no
Time added
2012-02-14 18:00:00

Description

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 L?vy processes, and summarizes in an epilogue the model-theoretic genericity of hyperfinite stochastic processes theory.

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