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Hyperfinite Dirichlet Forms and Stochastic Processes PDF

301 Pages·2011·2.258 MB·English
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by Sergio Albeverio, Ruzong Fan, Frederik Herzberg| 2011| 301 pages| 2.258| English

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

Detailed Information

Author:Sergio Albeverio, Ruzong Fan, Frederik Herzberg
Publication Year:2011
ISBN:9783642196591
Pages:301
Language:English
File Size:2.258
Format:PDF
Price:FREE
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