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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.
Nákup knihy
Uniqueness and non-uniqueness of semigroups generated by singular diffusion operators, Andreas Eberle
- Jazyk
- Rok vydania
- 1999
Doručenie
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- Titul
- Uniqueness and non-uniqueness of semigroups generated by singular diffusion operators
- Jazyk
- anglicky
- Autori
- Andreas Eberle
- Vydavateľ
- Springer
- Rok vydania
- 1999
- ISBN10
- 3540666281
- ISBN13
- 9783540666288
- Kategórie
- Skriptá a vysokoškolské učebnice
- Anotácia
- 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.