0
Your cart

Your cart is empty

Books > Science & Mathematics > Mathematics > Probability & statistics

Buy Now

Symmetric Markov Processes, Time Change, and Boundary Theory (LMS-35) (Hardcover) Loot Price: R2,589
Discovery Miles 25 890
You Save: R382 (13%)
Symmetric Markov Processes, Time Change, and Boundary Theory (LMS-35) (Hardcover): Zhen-Qing Chen, Masatoshi Fukushima

Symmetric Markov Processes, Time Change, and Boundary Theory (LMS-35) (Hardcover)

Zhen-Qing Chen, Masatoshi Fukushima

Series: London Mathematical Society Monographs

 (sign in to rate)
List price R2,971 Loot Price R2,589 Discovery Miles 25 890 | Repayment Terms: R243 pm x 12* You Save R382 (13%)

Bookmark and Share

Expected to ship within 12 - 17 working days

This book gives a comprehensive and self-contained introduction to the theory of symmetric Markov processes and symmetric quasi-regular Dirichlet forms. In a detailed and accessible manner, Zhen-Qing Chen and Masatoshi Fukushima cover the essential elements and applications of the theory of symmetric Markov processes, including recurrence/transience criteria, probabilistic potential theory, additive functional theory, and time change theory. The authors develop the theory in a general framework of symmetric quasi-regular Dirichlet forms in a unified manner with that of regular Dirichlet forms, emphasizing the role of extended Dirichlet spaces and the rich interplay between the probabilistic and analytic aspects of the theory. Chen and Fukushima then address the latest advances in the theory, presented here for the first time in any book. Topics include the characterization of time-changed Markov processes in terms of Douglas integrals and a systematic account of reflected Dirichlet spaces, and the important roles such advances play in the boundary theory of symmetric Markov processes.

This volume is an ideal resource for researchers and practitioners, and can also serve as a textbook for advanced graduate students. It includes examples, appendixes, and exercises with solutions.

General

Imprint: Princeton University Press
Country of origin: United States
Series: London Mathematical Society Monographs
Release date: November 2011
First published: November 2011
Authors: Zhen-Qing Chen • Masatoshi Fukushima
Dimensions: 235 x 152 x 31mm (L x W x T)
Format: Hardcover - Trade binding
Pages: 512
ISBN-13: 978-0-691-13605-9
Categories: Books > Science & Mathematics > Mathematics > Probability & statistics
LSN: 0-691-13605-X
Barcode: 9780691136059

Is the information for this product incomplete, wrong or inappropriate? Let us know about it.

Does this product have an incorrect or missing image? Send us a new image.

Is this product missing categories? Add more categories.

Review This Product

No reviews yet - be the first to create one!

Partners