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Hyperfinite Dirichlet Forms and Stochastic Processes

Name: Hyperfinite Dirichlet Forms and Stochastic Processes
Brand: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
SKU: 01657553
Price: 39.99 EUR
Availability: InStock
Author: Sergio Albeverio
ISBN: 9783642196584

Sergio Albeverio

Ruzong Fan

Frederik S. Herzberg

Language

English

Book Paperback

Libristo code: 01657553

Publishers Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, May 2011

This monograph treats the theory of Dirichlet forms from a comprehensive point of view, using "nonst... Full description

Libristo code: 01657553

98 b

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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.