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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...

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Detalles Bibliográficos
Autores principales: Albeverio, Sergio, Fan, Ruzong, Herzberg, Frederik
Lenguaje:eng
Publicado: Springer 2011
Materias:
Acceso en línea:https://dx.doi.org/10.1007/978-3-642-19659-1
http://cds.cern.ch/record/1414049
Descripción
Sumario: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 tho