Symmetric Markov Processes

Symmetric Markov Processes
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DOI:
10.1007/bfb0073683
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发表时间:
1975-01
影响因子:
0.9
通讯作者:
M. Silverstein
M. Silverstein
中科院分区:
材料科学4区
文献类型:
--
作者:
M. Silverstein

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第一章发展了一些一般理论。第二章将狄里克莱型分解为“杀死”、“跳跃”和“扩散”。第四章讨论了例子。每一章都有一个简短的总结。主要的先决条件是熟悉PA Meyer和他的学派发展的鞅理论。除了从动机的角度来看,马尔可夫过程的理论本身几乎不需要什么。
Some general theory is developed in Chapter I. A decomposition of the Dirichlet form into" killing"," jumping" and" diffusion" is accomplished in Chapter II. Examples are discussed in Chapter IV. Each chapter is prefaced by a short summary. The main prerequisite is familiarity with the theory of martingales as developed by PA Meyer and his school. Little is needed from the theory of Markov processes as such, except from the point of view of motivation.