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Opis

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.

Szczegóły książki

Kategoria Books in English Mathematics & science Mathematics Probability & statistics

• Pełny tytuł: Uniqueness and Non-Uniqueness of Semigroups Generated by Singular Diffusion Operators
• Autor: Andreas Eberle
• Język: Angielski
• Oprawa: Miękka
• Liczba stron: 268
• EAN: 9783540666288
• ISBN: 3540666281
• ID: 01567123
• Wydawca: Springer, Berlin
• Waga: 432 g
• Wymiary: 234 × 156 × 14 mm
• Rok wydania: 1999

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