Functional Analytic Techniques for Diffusion Processes
portes grátis
Functional Analytic Techniques for Diffusion Processes
Taira, Kazuaki
Springer Verlag, Singapore
05/2022
782
Dura
Inglês
9789811910982
15 a 20 dias
1364
Descrição não disponível.
1. Introduction and Summary.- Part I Foundations of Modern Analysis.- 2. Sets, Topology and Measures.- 3. A Short Course in Probability Theory.- 4. Manifolds, Tensors and Densities.- 5. A Short Course in Functional Analysis.- 6. A Short Course in Semigroup Theory.- Part II Elements of Partial Di?erential Equations. 7. Distributions, Operators and Kernels.- 8. L2 Theory of Sobolev Spaces.- 9. L2 Theory of Pseudo-Di?erential Operators.- Part III Maximum Principles and Elliptic Boundary Value Problems.- 10. Maximum Principles for Degenerate Elliptic Operators.- Part IV L2 Theory of Elliptic Boundary Value Problems.- 11. Elliptic Boundary Value Problems.- Part V Markov Processes, Feller Semigroups and Boundary Value Problems.- 12. Markov Processes, Transition Functions and Feller Semigroups.- 13. L2 Approach to the Construction of Feller Semigroups.- 14. Concluding Remarks.- Part VI Appendix.- A A Brief Introduction tothe Potential Theoretic Approach.- References.- Index.
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Diffusion process;Markov process;Feller semigroup;Elliptic boundary value problem;Pseudo-differential operator
1. Introduction and Summary.- Part I Foundations of Modern Analysis.- 2. Sets, Topology and Measures.- 3. A Short Course in Probability Theory.- 4. Manifolds, Tensors and Densities.- 5. A Short Course in Functional Analysis.- 6. A Short Course in Semigroup Theory.- Part II Elements of Partial Di?erential Equations. 7. Distributions, Operators and Kernels.- 8. L2 Theory of Sobolev Spaces.- 9. L2 Theory of Pseudo-Di?erential Operators.- Part III Maximum Principles and Elliptic Boundary Value Problems.- 10. Maximum Principles for Degenerate Elliptic Operators.- Part IV L2 Theory of Elliptic Boundary Value Problems.- 11. Elliptic Boundary Value Problems.- Part V Markov Processes, Feller Semigroups and Boundary Value Problems.- 12. Markov Processes, Transition Functions and Feller Semigroups.- 13. L2 Approach to the Construction of Feller Semigroups.- 14. Concluding Remarks.- Part VI Appendix.- A A Brief Introduction tothe Potential Theoretic Approach.- References.- Index.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
