Dirichlet Forms and Related Topics

Dirichlet Forms and Related Topics
Author: Zhen-Qing Chen
Publisher: Springer Nature
Total Pages: 572
Release: 2022-09-04
Genre: Mathematics
ISBN: 9811946728

This conference proceeding contains 27 peer-reviewed invited papers from leading experts as well as young researchers all over the world in the related fields that Professor Fukushima has made important contributions to. These 27 papers cover a wide range of topics in probability theory, ranging from Dirichlet form theory, Markov processes, heat kernel estimates, entropy on Wiener spaces, analysis on fractal spaces, random spanning tree and Poissonian loop ensemble, random Riemannian geometry, SLE, space-time partial differential equations of higher order, infinite particle systems, Dyson model, functional inequalities, branching process, to machine learning and Hermitizable problems for complex matrices. Researchers and graduate students interested in these areas will find this book appealing.

Dirichlet Forms and Symmetric Markov Processes

Dirichlet Forms and Symmetric Markov Processes
Author: Masatoshi Fukushima
Publisher: Walter de Gruyter
Total Pages: 501
Release: 2011
Genre: Mathematics
ISBN: 3110218089

Since the publication of the first edition in 1994, this book has attracted constant interests from readers and is by now regarded as a standard reference for the theory of Dirichlet forms. For the present second edition, the authors not only revise

New Trends in Stochastic Analysis and Related Topics

New Trends in Stochastic Analysis and Related Topics
Author: Huaizhong Zhao
Publisher: World Scientific
Total Pages: 458
Release: 2012
Genre: Mathematics
ISBN: 9814360910

The volume is dedicated to Professor David Elworthy to celebrate his fundamental contribution and exceptional influence on stochastic analysis and related fields. Stochastic analysis has been profoundly developed as a vital fundamental research area in mathematics in recent decades. It has been discovered to have intrinsic connections with many other areas of mathematics such as partial differential equations, functional analysis, topology, differential geometry, dynamical systems, etc. Mathematicians developed many mathematical tools in stochastic analysis to understand and model random phenomena in physics, biology, finance, fluid, environment science, etc. This volume contains 12 comprehensive review/new articles written by world leading researchers (by invitation) and their collaborators. It covers stochastic analysis on manifolds, rough paths, Dirichlet forms, stochastic partial differential equations, stochastic dynamical systems, infinite dimensional analysis, stochastic flows, quantum stochastic analysis and stochastic Hamilton Jacobi theory. Articles contain cutting edge research methodology, results and ideas in relevant fields. They are of interest to research mathematicians and postgraduate students in stochastic analysis, probability, partial differential equations, dynamical systems, mathematical physics, as well as to physicists, financial mathematicians, engineers, etc.

Introduction to the Theory of (Non-Symmetric) Dirichlet Forms

Introduction to the Theory of (Non-Symmetric) Dirichlet Forms
Author: Zhi-Ming Ma
Publisher: Springer Science & Business Media
Total Pages: 215
Release: 2012-12-06
Genre: Mathematics
ISBN: 3642777392

The purpose of this book is to give a streamlined introduction to the theory of (not necessarily symmetric) Dirichlet forms on general state spaces. It includes both the analytic and the probabilistic part of the theory up to and including the construction of an associated Markov process. It is based on recent joint work of S. Albeverio and the two authors and on a one-year-course on Dirichlet forms taught by the second named author at the University of Bonn in 1990/9l. It addresses both researchers and graduate students who require a quick but complete introduction to the theory. Prerequisites are a basic course in probabil ity theory (including elementary martingale theory up to the optional sampling theorem) and a sound knowledge of measure theory (as, for example, to be found in Part I of H. Bauer [B 78]). Furthermore, an elementary course on lin ear operators on Banach and Hilbert spaces (but without spectral theory) and a course on Markov processes would be helpful though most of the material needed is included here.

Dirichlet Forms and Analysis on Wiener Space

Dirichlet Forms and Analysis on Wiener Space
Author: Nicolas Bouleau
Publisher: de Gruyter
Total Pages: 344
Release: 1991
Genre: Mathematics
ISBN:

The series is devoted to the publication of monographs and high-level textbooks in mathematics, mathematical methods and their applications. Apart from covering important areas of current interest, a major aim is to make topics of an interdisciplinary nature accessible to the non-specialist. The works in this series are addressed to advanced students and researchers in mathematics and theoretical physics. In addition, it can serve as a guide for lectures and seminars on a graduate level. The series de Gruyter Studies in Mathematics was founded ca. 30 years ago by the late Professor Heinz Bauer and Professor Peter Gabriel with the aim to establish a series of monographs and textbooks of high standard, written by scholars with an international reputation presenting current fields of research in pure and applied mathematics. While the editorial board of the Studies has changed with the years, the aspirations of the Studies are unchanged. In times of rapid growth of mathematical knowledge carefully written monographs and textbooks written by experts are needed more than ever, not least to pave the way for the next generation of mathematicians. In this sense the editorial board and the publisher of the Studies are devoted to continue the Studies as a service to the mathematical community. Please submit any book proposals to Niels Jacob.

Stochastic Analysis and Related Topics

Stochastic Analysis and Related Topics
Author: H. Körezlioglu
Publisher: Springer Science & Business Media
Total Pages: 372
Release: 2012-12-06
Genre: Mathematics
ISBN: 1461203732

This volume contains a large spectrum of work: super processes, Dirichlet forms, anticipative stochastic calculus, random fields and Wiener space analysis. The first part of the volume consists of two main lectures given at the third Silivri meeting in 1990: 1. "Infinitely divisible random measures and superprocesses" by D.A. Dawson, 2. "Dirichlet forms on infinite dimensional spaces and appli cations" by M. Rockner. The second part consists of recent research papers all related to Stochastic Analysis, motivated by stochastic partial differ ential equations, Markov fields, the Malliavin calculus and the Feynman path integrals. We would herewith like to thank the ENST for its material support for the above mentioned meeting as well as for the ini tial preparation of this volume and to our friend and colleague Erhan Qmlar whose help and encouragement for the realization of this volume have been essential. H. Korezlioglu A.S. Ustiinel INFINITELY DIVISIBLE RANDOM MEASURES AND SUPERPROCESSES DONALD A. DAWSON 1. Introduction.

Elementary Dirichlet Series and Modular Forms

Elementary Dirichlet Series and Modular Forms
Author: Goro Shimura
Publisher: Springer Science & Business Media
Total Pages: 151
Release: 2007-08-06
Genre: Mathematics
ISBN: 0387724745

A book on any mathematical subject beyond the textbook level is of little value unless it contains new ideas and new perspectives. It helps to include new results, provided that they give the reader new insights and are presented along with known old results in a clear exposition. It is with this philosophy that the author writes this volume. The two subjects, Dirichlet series and modular forms, are traditional subjects, but here they are treated in both orthodox and unorthodox ways. Regardless of the unorthodox treatment, the author has made the book accessible to those who are not familiar with such topics by including plenty of expository material.

Topics on Concentration Phenomena and Problems with Multiple Scales

Topics on Concentration Phenomena and Problems with Multiple Scales
Author: Andrea Braides
Publisher: Springer Science & Business Media
Total Pages: 326
Release: 2006-11-22
Genre: Mathematics
ISBN: 354036546X

The study of variational problems showing multi-scale behaviour with oscillation or concentration phenomena is a challenging topic of very active research. This volume collects lecture notes on the asymptotic analysis of such problems when multi-scale behaviour derives from scale separation in the passage from atomistic systems to continuous functionals, from competition between bulk and surface energies, from various types of homogenization processes, and on concentration effects in Ginzburg-Landau energies and in subcritical growth problems.

Graphs and Discrete Dirichlet Spaces

Graphs and Discrete Dirichlet Spaces
Author: Matthias Keller
Publisher: Springer Nature
Total Pages: 675
Release: 2021-10-22
Genre: Mathematics
ISBN: 3030814599

The spectral geometry of infinite graphs deals with three major themes and their interplay: the spectral theory of the Laplacian, the geometry of the underlying graph, and the heat flow with its probabilistic aspects. In this book, all three themes are brought together coherently under the perspective of Dirichlet forms, providing a powerful and unified approach. The book gives a complete account of key topics of infinite graphs, such as essential self-adjointness, Markov uniqueness, spectral estimates, recurrence, and stochastic completeness. A major feature of the book is the use of intrinsic metrics to capture the geometry of graphs. As for manifolds, Dirichlet forms in the graph setting offer a structural understanding of the interaction between spectral theory, geometry and probability. For graphs, however, the presentation is much more accessible and inviting thanks to the discreteness of the underlying space, laying bare the main concepts while preserving the deep insights of the manifold case. Graphs and Discrete Dirichlet Spaces offers a comprehensive treatment of the spectral geometry of graphs, from the very basics to deep and thorough explorations of advanced topics. With modest prerequisites, the book can serve as a basis for a number of topics courses, starting at the undergraduate level.

Pseudo Differential Operators & Markov Processes

Pseudo Differential Operators & Markov Processes
Author: Niels Jacob
Publisher: Imperial College Press
Total Pages: 504
Release: 2005
Genre: Mathematics
ISBN: 1860947158

This volume concentrates on how to construct a Markov process by starting with a suitable pseudo-differential operator. Feller processes, Hunt processes associated with Lp-sub-Markovian semigroups and processes constructed by using the Martingale problem are at the center of the considerations. The potential theory of these processes is further developed and applications are discussed. Due to the non-locality of the generators, the processes are jump processes and their relations to Levy processes are investigated. Special emphasis is given to the symbol of a process, a notion which generalizes that of the characteristic exponent of a Levy process and provides a natural link to pseudo-differential operator theory.