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Introduction to the Theory of (Non-Symmetric) Dirichlet Forms

  • Zhi-Ming Ma
  • Michael Röckner

Part of the Universitext book series (UTX)

Table of contents

  1. Front Matter
    Pages i-viii
  2. Zhi-Ming Ma, Michael Röckner
    Pages 1-5
  3. Zhi-Ming Ma, Michael Röckner
    Pages 7-40
  4. Zhi-Ming Ma, Michael Röckner
    Pages 41-69
  5. Zhi-Ming Ma, Michael Röckner
    Pages 71-86
  6. Zhi-Ming Ma, Michael Röckner
    Pages 87-145
  7. Zhi-Ming Ma, Michael Röckner
    Pages 147-172
  8. Zhi-Ming Ma, Michael Röckner
    Pages 173-181
  9. Back Matter
    Pages 183-212

About this book

Introduction

The purpose of this book is to give a streamlined introduction to the theory of (not necessarily symmetric) Dirichlet forms on general state spaces. It includes both the analytic and the probabilistic part of the theory up to and including the construction of an associated Markov process. It is based on recent joint work of S. Albeverio and the two authors and on a one-year-course on Dirichlet forms taught by the second named author at the University of Bonn in 1990/9l. It addresses both researchers and graduate students who require a quick but complete introduction to the theory. Prerequisites are a basic course in probabil­ ity theory (including elementary martingale theory up to the optional sampling theorem) and a sound knowledge of measure theory (as, for example, to be found in Part I of H. Bauer [B 78]). Furthermore, an elementary course on lin­ ear operators on Banach and Hilbert spaces (but without spectral theory) and a course on Markov processes would be helpful though most of the material needed is included here.

Keywords

Dirichlet form Hunt process Markov process Potential theory Probability theory stochastic processes

Authors and affiliations

  • Zhi-Ming Ma
    • 1
  • Michael Röckner
    • 2
  1. 1.Institute of Applied MathematicsAcademia SinicaBeijingPeople’s Republic of China
  2. 2.Institut für Angewandte MathematikUniversität BonnBonn 1Germany

Bibliographic information

  • DOI https://doi.org/10.1007/978-3-642-77739-4
  • Copyright Information Springer-Verlag Berlin Heidelberg 1992
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Springer Book Archive
  • Print ISBN 978-3-540-55848-4
  • Online ISBN 978-3-642-77739-4
  • Series Print ISSN 0172-5939
  • Series Online ISSN 2191-6675
  • Buy this book on publisher's site