Dirichlet Forms and Related Topics


Book Description

This conference proceeding contains 27 peer-reviewed invited papers from leading experts as well as young researchers all over the world in the related fields that Professor Fukushima has made important contributions to. These 27 papers cover a wide range of topics in probability theory, ranging from Dirichlet form theory, Markov processes, heat kernel estimates, entropy on Wiener spaces, analysis on fractal spaces, random spanning tree and Poissonian loop ensemble, random Riemannian geometry, SLE, space-time partial differential equations of higher order, infinite particle systems, Dyson model, functional inequalities, branching process, to machine learning and Hermitizable problems for complex matrices. Researchers and graduate students interested in these areas will find this book appealing.




Dirichlet Forms and Symmetric Markov Processes


Book Description

Since the publication of the first edition in 1994, this book has attracted constant interests from readers and is by now regarded as a standard reference for the theory of Dirichlet forms. For the present second edition, the authors not only revise




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


Book Description

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.




Dirichlet Forms and Analysis on Wiener Space


Book Description

The series is devoted to the publication of monographs and high-level textbooks in mathematics, mathematical methods and their applications. Apart from covering important areas of current interest, a major aim is to make topics of an interdisciplinary nature accessible to the non-specialist. The works in this series are addressed to advanced students and researchers in mathematics and theoretical physics. In addition, it can serve as a guide for lectures and seminars on a graduate level. The series de Gruyter Studies in Mathematics was founded ca. 30 years ago by the late Professor Heinz Bauer and Professor Peter Gabriel with the aim to establish a series of monographs and textbooks of high standard, written by scholars with an international reputation presenting current fields of research in pure and applied mathematics. While the editorial board of the Studies has changed with the years, the aspirations of the Studies are unchanged. In times of rapid growth of mathematical knowledge carefully written monographs and textbooks written by experts are needed more than ever, not least to pave the way for the next generation of mathematicians. In this sense the editorial board and the publisher of the Studies are devoted to continue the Studies as a service to the mathematical community. Please submit any book proposals to Niels Jacob.




Elementary Dirichlet Series and Modular Forms


Book Description

A book on any mathematical subject beyond the textbook level is of little value unless it contains new ideas and new perspectives. It helps to include new results, provided that they give the reader new insights and are presented along with known old results in a clear exposition. It is with this philosophy that the author writes this volume. The two subjects, Dirichlet series and modular forms, are traditional subjects, but here they are treated in both orthodox and unorthodox ways. Regardless of the unorthodox treatment, the author has made the book accessible to those who are not familiar with such topics by including plenty of expository material.




New Trends in Stochastic Analysis and Related Topics


Book Description

The volume is dedicated to Professor David Elworthy to celebrate his fundamental contribution and exceptional influence on stochastic analysis and related fields. Stochastic analysis has been profoundly developed as a vital fundamental research area in mathematics in recent decades. It has been discovered to have intrinsic connections with many other areas of mathematics such as partial differential equations, functional analysis, topology, differential geometry, dynamical systems, etc. Mathematicians developed many mathematical tools in stochastic analysis to understand and model random phenomena in physics, biology, finance, fluid, environment science, etc. This volume contains 12 comprehensive review/new articles written by world leading researchers (by invitation) and their collaborators. It covers stochastic analysis on manifolds, rough paths, Dirichlet forms, stochastic partial differential equations, stochastic dynamical systems, infinite dimensional analysis, stochastic flows, quantum stochastic analysis and stochastic Hamilton Jacobi theory. Articles contain cutting edge research methodology, results and ideas in relevant fields. They are of interest to research mathematicians and postgraduate students in stochastic analysis, probability, partial differential equations, dynamical systems, mathematical physics, as well as to physicists, financial mathematicians, engineers, etc.




Dirichlet Forms


Book Description

The theory of Dirichlet forms has witnessed recently some very important developments both in theoretical foundations and in applications (stochasticprocesses, quantum field theory, composite materials,...). It was therefore felt timely to have on this subject a CIME school, in which leading experts in the field would present both the basic foundations of the theory and some of the recent applications. The six courses covered the basic theory and applications to: - Stochastic processes and potential theory (M. Fukushima and M. Roeckner) - Regularity problems for solutions to elliptic equations in general domains (E. Fabes and C. Kenig) - Hypercontractivity of semigroups, logarithmic Sobolev inequalities and relation to statistical mechanics (L. Gross and D. Stroock). The School had a constant and active participation of young researchers, both from Italy and abroad.




Multiple Dirichlet Series, L-functions and Automorphic Forms


Book Description

Multiple Dirichlet Series, L-functions and Automorphic Forms gives the latest advances in the rapidly developing subject of Multiple Dirichlet Series, an area with origins in the theory of automorphic forms that exhibits surprising and deep connections to crystal graphs and mathematical physics. As such, it represents a new way in which areas including number theory, combinatorics, statistical mechanics, and quantum groups are seen to fit together. The volume also includes papers on automorphic forms and L-functions and related number-theoretic topics. This volume will be a valuable resource for graduate students and researchers in number theory, combinatorics, representation theory, mathematical physics, and special functions. Contributors: J. Beineke, B. Brubaker, D. Bump, G. Chinta, G. Cornelissen, C.A. Diaconu, S. Frechette, S. Friedberg, P. Garrett, D. Goldfeld, P.E. Gunnells, B. Heim, J. Hundley, D. Ivanov, Y. Komori, A.V. Kontorovich, O. Lorscheid, K. Matsumoto, P.J. McNamara, S.J. Patterson, M. Suzuki, H. Tsumura.




Graphs and Discrete Dirichlet Spaces


Book Description

The spectral geometry of infinite graphs deals with three major themes and their interplay: the spectral theory of the Laplacian, the geometry of the underlying graph, and the heat flow with its probabilistic aspects. In this book, all three themes are brought together coherently under the perspective of Dirichlet forms, providing a powerful and unified approach. The book gives a complete account of key topics of infinite graphs, such as essential self-adjointness, Markov uniqueness, spectral estimates, recurrence, and stochastic completeness. A major feature of the book is the use of intrinsic metrics to capture the geometry of graphs. As for manifolds, Dirichlet forms in the graph setting offer a structural understanding of the interaction between spectral theory, geometry and probability. For graphs, however, the presentation is much more accessible and inviting thanks to the discreteness of the underlying space, laying bare the main concepts while preserving the deep insights of the manifold case. Graphs and Discrete Dirichlet Spaces offers a comprehensive treatment of the spectral geometry of graphs, from the very basics to deep and thorough explorations of advanced topics. With modest prerequisites, the book can serve as a basis for a number of topics courses, starting at the undergraduate level.




Dirichlet Forms and Stochastic Processes


Book Description

The series is aimed specifically at publishing peer reviewed reviews and contributions presented at workshops and conferences. Each volume is associated with a particular conference, symposium or workshop. These events cover various topics within pure and applied mathematics and provide up-to-date coverage of new developments, methods and applications.