Functional Analytic Techniques for Diffusion Processes
Springer Verlag, Singapore
978-981-19-1101-9 (ISBN)
The author does a massive study of diffusion processes from a broad perspective and explains mathematical matters in a more easily readable way than one usually would find. The book is amply illustrated; 14 tables and 141 figures are provided with appropriate captions in such a fashion that readers can easily understand powerful techniques of functional analysis for the study of diffusion processes in probability.
The scope of the author’s work has been and continues to be powerful methods of functional analysis for future research of elliptic boundary value problems and Markov processes via semigroups. A broad spectrum of readers can appreciate easily and effectively the stochastic intuition that this book conveys. Furthermore, the book will serve as a sound basis both for researchers and for graduate students in pure and applied mathematics who are interested in a modern version of the classical potential theory and Markov processes.
For advanced undergraduates working in functional analysis, partial differential equations, and probability, it provides an effective opening to these three interrelated fields of analysis. Beginning graduate students and mathematicians in the field looking for a coherent overview will find the book to be a helpful beginning.
This work will be a major influence in a very broad field of study for a long time.
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 Differential Equations. 7. Distributions, Operators and Kernels.- 8. L2 Theory of Sobolev Spaces.- 9. L2 Theory of Pseudo-Differential 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.
Erscheinungsdatum | 01.06.2023 |
---|---|
Reihe/Serie | Springer Monographs in Mathematics |
Zusatzinfo | 147 Illustrations, black and white; XXII, 782 p. 147 illus. |
Verlagsort | Singapore |
Sprache | englisch |
Maße | 155 x 235 mm |
Themenwelt | Mathematik / Informatik ► Mathematik ► Analysis |
Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik | |
Schlagworte | diffusion process • Elliptic boundary value problem • Feller semigroup • Markov process • pseudo-differential operator |
ISBN-10 | 981-19-1101-0 / 9811911010 |
ISBN-13 | 978-981-19-1101-9 / 9789811911019 |
Zustand | Neuware |
Haben Sie eine Frage zum Produkt? |
aus dem Bereich