Hyperfinite Dirichlet forms and stochastic processes (Q2430555): Difference between revisions

The lecture notes under review develop the theory of hyperfinite Dirichlet forms and connections to related Markov processes with a focus on the nonsymmetric case. Hyperfinite means here that the quadratic forms and associated processes take values in the nonstandard real line. Some material on nonstandard analysis is summarized in an appendix. The structure of the text is as follows. In the first chapter hyperfinite quadratic forms and more specific Dirichlet forms are introduced in an infinite-dimensional setup. The second chapter spans the bridge between hyperfinite Dirichlet space theory on the functional analytic side and the theory of Markov processes on the probabilistic side by developing the associated potential theory. The authors begin by defining exceptional sets in this setting, energy integrals and Fukushima's decomposition theorem. Then standard projections of hyperfinite Markov chains are studied in some detail. As the main result of the text the fourth chapter gives a construction of strong Markov processes with standard quasi-regular Dirichlet form. The last part of the book specifies the setting to hyperfinite Lévy processes. A hyperfinite Lévy-Khintchine formula is given and some applications are discussed.