Semi-Dirichlet forms and Markov processes
`Habent sua fata libelli'-books have their own (hi-)stories; the story of this book begins in 1988. In this year, the author of the volume under review delivered a lecture course at the University of Erlangen on not necessarily symmetric Dirichlet forms. Oshima's lecture notes were the first expository presentation of non-symmetric Dirichlet forms. Even though they never made it past the preprint stage and could only be obtained by mail order from Erlangen's mathematics department, they were widely quoted. At that time, Fukushima's seminal monograph [\textit{M. Fukushima}, Dirichlet forms and Markov processes. Amsterdam - Oxford - New York: North-Holland Publishing Company. Tokyo: Kodansha Ltd. (1980; Zbl 0422.31007)] had been long out of print and the first book on non-symmetric Dirichlet forms, \textit{Z.-M. Ma} and \textit{M. Röckner}'s [Introduction to the theory of (non-symmetric) Dirichlet forms. Berlin: Springer (1992; Zbl 0826.31001)] was still in the making. Around the same time we see the publication of \textit{N. Bouleau} and \textit{F. Hirsch} [Dirichlet forms and analysis on Wiener space. Berlin etc.: de Gruyter (1991; Zbl 0748.60046)] and the second edition of [\textit{M. Fukushima} et al., Dirichlet forms and symmetric Markov processes. Berlin: Walter de Gruyter (1994; Zbl 0838.31001)]. Again at the Erlangen University, Oshima lectured in 1994 on time-dependent Dirichlet forms and his lecture notes ``A short introduction to the general theory of Dirichlet forms was the first account on temporally inhomogeneous Dirichlet forms which was accessible to graduate students -- and this has not changed much. The present monograph is a synthesis of the 1988 and 1994 lecture notes. At first glance, the presentation of the first five chapters (pp.\ 1--215) follows the 1988 lecture notes while Chapter 6 covers the time-dependent case as in the 1994 lectures. A second look quickly reveals that this is only true for the structuring of the material. Other than in the lecture notes, the proofs are carefully worked-out with all details, and it is very clear that there is much more material than one could cover in a semester-long lecture course. Addressing an advanced readership -- one should have a sound background in functional analysis and at least some ideas of Markov processes -- the text is indeed self-contained. What is more, recent developments are taken into account and the material is consequently presented in the context of lower bounded semi-Dirichlet forms; throughout the monograph they are simply referred to as Dirichlet forms. Usually, the regularity of the forms is assumed, i.e., suitable subsets of continuous functions are assumed to be dense in the form-domain, both uniformly and in the form-sense. Lower bounded semi-Dirichlet forms are generalizations of (non-sym\-met\-ric) Dirichlet forms: These are closed bilinear forms defined on a subspace of \(L^2(X,m)\), which are coercive (lower bounded), satisfy the (weak) sector condition and the semi-Dirichlet property which is, loosely speaking, `half' the usual Markovian contraction property. The latter is equivalent to the Markov property of the associated operator semigroup \((T_t)_{t\geq 0}\) or the positivity and \(L^1(X,m)\) contraction property of the formally adjoint semigroup \((\widehat T_t)_{t\geq 0}\). The basic (functional analytic) theory of semi-Dirichlet forms is developed in Chapter 1 and many properties (as well as their proofs) are readily transferred from the non-symmetric setting. A novel feature is the introduction of an auxiliary bilinear form which turns out to be useful for the probabilistic treatment of the duality theory. Chapter 2 treats (the analytical side of) potential theory. Here we find capacities, quasi-continuity, potentials, excessive functions etc., culminating in the important orthogonal decomposition of semi-Dirichlet forms which opens up the possibility to treat forms defined on subsets of the underlying space. In Chapter 3, we learn how to associate a Markov (resp.\ Hunt) process to a (regular, lower-bounded) semi-Dirichlet form. The construction is classic, basically addressing the abundance of exceptional sets through capacities and quasi-continuity. Although the construction is (known to be rather) cumbersome, the presentation is very clear. For the novice it is probably better to jump directly to those parts of the chapter where the analytic notion of exceptional sets is characterized in probabilistic terms and where the decomposition of forms is discussed at the level of Hunt processes. This study naturally involves positive continuous additive functionals and time-changes. These concepts are covered in the fourth chapter; again most results and their proofs run parallel to the (non-)symmetric situation. Chapter 5 continues this theme where we find a carefully worked-out proof of the Fukushima decomposition which establishes the connection to stochastic calculus. Here a major modification is necessary: The notion of energy is not well-defined for semi-Dirichlet forms since constant functions are, in general, not co-excessive; instead, one has to use a weak formulation for the energy. From that point onward one can follow the `standard' theory of Dirichlet forms, considering, for instance, transformations of semi-Dirichlet forms by multiplicative functionals and recurrence-transience questions. The final chapter, Chapter 6, is devoted to time-dependent semi-Dirichlet forms and their parabolic potential theory. Once the general theory (Chapter 1--5) is developed, this is now a matter of following Oshima's construction from 1994 (including a small correction from [\textit{Y. Oshima}, Infin. Dimens. Anal. Quantum Probab. Relat. Top. 7, No. 2, 281--316 (2004; Zbl 1078.60060)], based on \textit{W. Stannat}'s theory of generalized Dirichlet forms [Mem. Am. Math. Soc. 678, i--viii, 1--101 (1999; Zbl 1230.60006)]). This new book is a most welcome addition to the existing literature on Dirichlet forms. It is a readily accessible, advanced graduate-level account of analytic and probabilistic potential theory of Hunt processes given by (lower bounded semi-) Dirichlet forms.
- Introduction to the theory of (non-symmetric) Dirichlet forms
- Markov processes and nonsymmetric Dirichlet forms without regularity
- Dirichlet forms and symmetric Markov processes
- Dirichlet forms and Markov processes: A generalized framework including both elliptic and parabolic cases
- Backward stochastic differential equations and Dirichlet problems of semilinear elliptic operators with singular coefficients
- A support and density theorem for Markovian rough paths
- Obstacle problem for evolution equations involving measure data and operator corresponding to semi-Dirichlet form
- Stopping time convergence for processes associated with Dirichlet forms
- Irreducible recurrence, ergodicity, and extremality of invariant measures for resolvents
- Stochastic calculus for Markov processes associated with semi-Dirichlet forms
- Recurrence criteria for generalized Dirichlet forms
- Convergence of non-symmetric diffusion processes on RCD spaces
- Irreducible decomposition for Markov processes
- On uniqueness and structure of renormalized solutions to integro-differential equations with general measure data
- Schrödinger equations with smooth measure potential and general measure data
- Equivalence of the strong Feller properties of analytic semigroups and associated resolvents
- Asymptotics for logistic-type equations with Dirichlet fractional Laplace operator
- Feynman-Kac formula under a finite entropy condition
- Dirichlet eigenvalues and exit time moments for symmetric Markov processes
- Exponential and strong ergodicity for one-dimensional time-changed symmetric stable processes
- An averaging principle for stochastic flows and convergence of non-symmetric Dirichlet forms
- Neumann boundary problems for parabolic partial differential equations with divergence terms
- Variational formulas for the exit time of hunt processes generated by semi-Dirichlet forms
- A probabilistic approach to Neumann problems for elliptic PDEs with nonlinear divergence terms
- Stochastic partial integral-differential equations with divergence terms
- Existence and uniqueness of (infinitesimally) invariant measures for second order partial differential operators on Euclidean space
- Distribution flows associated with positivity preserving coercive forms
- Smooth measures and capacities associated with nonlocal parabolic operators
- Large time behavior of solutions to parabolic equations with Dirichlet operators and nonlinear dependence on measure data
- Semi-Dirichlet forms, Feynman-Kac functionals and the Cauchy problem for semilinear parabolic equations
- Bivariate Revuz measures and the Feynman-Kac formula on semi-Dirichlet forms
- Obstacle problem for semilinear parabolic equations with measure data
- Systems of quasi-variational inequalities related to the switching problem
- Right Markov processes and systems of semilinear equations with measure data
- Martingale nature and laws of the iterated logarithm for Markov processes of pure-jump type
- Ergodic convergence rates for time-changed symmetric Lévy processes in dimension one
- Markov chain approximations for nonsymmetric processes
- Superdiffusive fractional in time Schrödinger equations: a unifying approach to superdiffusive waves
- About the infinite dimensional skew and obliquely reflected Ornstein-Uhlenbeck process
- Fukushima type decomposition for semi-Dirichlet forms
- Analytic characterizations of gaugeability for generalized Feynman-Kac functionals
- Symmetric Markov processes, time change, and boundary theory
- A refinement of analytic characterizations of gaugeability for generalized Feynman-Kac functionals
- Quasi-regular Dirichlet forms and the obstacle problem for elliptic equations with measure data
- Dirichlet form theory and its applications. Abstracts from the workshop held October 19--25, 2014.
- Variational Inequalities and Optimization for Markov Processes Associated with Semi-Dirichlet Forms
- scientific article; zbMATH DE number 5630131 (Why is no real title available?)
- scientific article; zbMATH DE number 708765 (Why is no real title available?)
- Quasimartingales associated to Markov processes
- The explicit form of the rate function for semi-Markov processes and its contractions
- Scale-invariant boundary Harnack principle in inner uniform domains
- Characterization of (non-symmetric) semi-Dirichlet forms associated with Hunt processes
- Some topics on Dirichlet forms
- On Dirichlet forms and semi-Dirichlet forms. Remarks on the book ``Semi-Dirichlet forms and Markov processes by Yoichi Oshima
- scientific article; zbMATH DE number 7350769 (Why is no real title available?)
- Reduced measures for semilinear elliptic equations involving Dirichlet operators
- scientific article; zbMATH DE number 7596554 (Why is no real title available?)
- The complement value problem for non-local operators
- On the conservativeness of some Markov processes
- scientific article; zbMATH DE number 4186791 (Why is no real title available?)
- New Hilbert space tools for analysis of graph Laplacians and Markov processes
- Essential spectrum and Feller type properties
- Conservativeness and uniqueness of invariant measures related to non-symmetric divergence type operators
- On the upper rate functions of some time inhomogeneous diffusion processes
- Dirichlet problem for semilinear partial integro-differential equations: the method of orthogonal projection
- Variational inequalities and Dynkin games for Markov processes associated with semi-Dirichlet forms
- Stability of solutions of semilinear evolution equations with integro-differential operators
- Homogenization of diffusion processes with singular drifts and potentials via unfolding method
- Feller property and convergence for semigroups of time-changed processes
- Nonlocal operators related to nonsymmetric forms. I: Hölder estimates
- Homeomorphism of the Revuz correspondence for finite energy integrals
- Location of zeros of non-trivial positive supersolutions to Schrödinger equations
- Symmetry and functional inequalities for stable Lévy-type operators
- Nonlinear elliptic equations with self-adjoint integro-differential operators and measure data under sign condition on the nonlinearity
- Recent developments in Dirichlet form theory and related fields. Abstracts from the workshop held September 15--20, 2024
- Systems of semilinear parabolic variational inequalities with time-dependent convex obstacles
- Non-symmetric distorted Brownian motion: strong solutions, strong Feller property and non-explosion results
- Conservativeness criteria for generalized Dirichlet forms
- Parabolic Harnack inequality for time-dependent non-symmetric Dirichlet forms
- Renormalized solutions of semilinear equations involving measure data and operator corresponding to Dirichlet form
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