Hyperfinite Dirichlet Forms and Stochastic Processes [recurso electrónico] / by Sergio Albeverio, Ruzong Fan, Frederik Herzberg.
Tipo de material:
TextoSeries Lecture Notes of the Unione Matematica Italiana ; 10Editor: Berlin, Heidelberg : Springer Berlin Heidelberg, 2011Descripción: XIV, 284 p. 1 illus. in color. online resourceTipo de contenido: text Tipo de medio: computer Tipo de portador: online resourceISBN: 9783642196591Tema(s): Mathematics | Logic, Symbolic and mathematical | Distribution (Probability theory) | Mathematics | Mathematical Logic and Foundations | Probability Theory and Stochastic ProcessesFormatos físicos adicionales: Printed edition:: Sin títuloClasificación CDD: 511.3 Clasificación LoC:QA8.9-10.3Recursos en línea: Libro electrónico
En: Springer eBooksResumen: 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.
| Tipo de ítem | Biblioteca actual | Colección | Signatura | Copia número | Estado | Fecha de vencimiento | Código de barras |
|---|---|---|---|---|---|---|---|
| Libro Electrónico | Biblioteca Electrónica | Colección de Libros Electrónicos | QA8.9 -10.3 (Browse shelf(Abre debajo)) | 1 | No para préstamo | 375902-2001 |
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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