This volume contains 27 refereed research articles and survey papers written by experts in the field of stochastic analysis and related topics. Most contributors are well known leading mathematicians world wide and prominent young scientists. The volume reflects a review of the recent developments in stochastic analysis and related topics. It puts in evidence the strong interconnection of stochastic analysis with other areas of mathematics, as well as with applications of mathematics in natural and social economic sciences. The volume also provides some possible future directions for the...
This volume contains 27 refereed research articles and survey papers written by experts in the field of stochastic analysis and related topics. Most c...
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....
The purpose of this book is to give a streamlined introduction to the theory of (not necessarily symmetric) Dirichlet forms on general state spaces. I...
