Buch, Englisch, Band 1718, 268 Seiten, Format (B × H): 155 mm x 235 mm, Gewicht: 860 g
Reihe: Lecture Notes in Mathematics
Buch, Englisch, Band 1718, 268 Seiten, Format (B × H): 155 mm x 235 mm, Gewicht: 860 g
Reihe: Lecture Notes in Mathematics
ISBN: 978-3-540-66628-8
Verlag: Springer
This book addresses both probabilists working on diffusion processes and analysts interested in linear parabolic partial differential equations with singular coefficients. The central question discussed is whether a given diffusion operator, i.e., a second order linear differential operator without zeroth order term, which is a priori defined on test functions over some (finite or infinite dimensional) state space only, uniquely determines a strongly continuous semigroup on a corresponding weighted Lp space. Particular emphasis is placed on phenomena causing non-uniqueness, as well as on the relation between different notions of uniqueness appearing in analytic and probabilistic contexts.
Zielgruppe
Research
Autoren/Hrsg.
Fachgebiete
- Mathematik | Informatik Mathematik Mathematische Analysis Differentialrechnungen und -gleichungen
- Mathematik | Informatik Mathematik Stochastik Mathematische Statistik
- Mathematik | Informatik Mathematik Stochastik Wahrscheinlichkeitsrechnung
- Mathematik | Informatik Mathematik Algebra Algebraische Strukturen, Gruppentheorie
Weitere Infos & Material
Motivation and basic definitions: Uniqueness problems in various contexts.- L p uniqueness in finite dimensions.- Markov uniqueness.- Probabilistic aspects of L p and Markov uniqueness.- First steps in infinite dimensions.
