Elliptic Boundary Value Problems and Construction of Lp-Strong Feller Processes with Singular Drift and Reflection PDF Download
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Author: Benedict Baur
Publisher: Springer Science & Business
ISBN: 3658058293
Category : Mathematics
Languages : en
Pages : 203
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Book Description
Benedict Baur presents modern functional analytic methods for construction and analysis of Feller processes in general and diffusion processes in particular. Topics covered are: Construction of Lp-strong Feller processes using Dirichlet form methods, regularity for solutions of elliptic boundary value problems, construction of elliptic diffusions with singular drift and reflection, Skorokhod decomposition and applications to Mathematical Physics like finite particle systems with singular interaction. Emphasize is placed on the handling of singular drift coefficients, as well as on the discussion of point wise and path wise properties of the constructed processes rather than just the quasi-everywhere properties commonly known from the general Dirichlet form theory.
Author: Benedict Baur
Publisher: Springer Science & Business
ISBN: 3658058293
Category : Mathematics
Languages : en
Pages : 203
Get Book Here
Book Description
Benedict Baur presents modern functional analytic methods for construction and analysis of Feller processes in general and diffusion processes in particular. Topics covered are: Construction of Lp-strong Feller processes using Dirichlet form methods, regularity for solutions of elliptic boundary value problems, construction of elliptic diffusions with singular drift and reflection, Skorokhod decomposition and applications to Mathematical Physics like finite particle systems with singular interaction. Emphasize is placed on the handling of singular drift coefficients, as well as on the discussion of point wise and path wise properties of the constructed processes rather than just the quasi-everywhere properties commonly known from the general Dirichlet form theory.
Author: Kazuaki Taira
Publisher: Springer Nature
ISBN: 9819736595
Category :
Languages : en
Pages : 749
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Book Description
Author: Vladimir I. Bogachev
Publisher: American Mathematical Soc.
ISBN: 1470425580
Category : Mathematics
Languages : en
Pages : 495
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Book Description
This book gives an exposition of the principal concepts and results related to second order elliptic and parabolic equations for measures, the main examples of which are Fokker-Planck-Kolmogorov equations for stationary and transition probabilities of diffusion processes. Existence and uniqueness of solutions are studied along with existence and Sobolev regularity of their densities and upper and lower bounds for the latter. The target readership includes mathematicians and physicists whose research is related to diffusion processes as well as elliptic and parabolic equations.
Author: Andrey Pilipenko
Publisher: Universitätsverlag Potsdam
ISBN: 3869562978
Category :
Languages : en
Pages : 90
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Book Description
Author: Grigorios A. Pavliotis
Publisher: Springer
ISBN: 1493913239
Category : Mathematics
Languages : en
Pages : 345
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Book Description
This book presents various results and techniques from the theory of stochastic processes that are useful in the study of stochastic problems in the natural sciences. The main focus is analytical methods, although numerical methods and statistical inference methodologies for studying diffusion processes are also presented. The goal is the development of techniques that are applicable to a wide variety of stochastic models that appear in physics, chemistry and other natural sciences. Applications such as stochastic resonance, Brownian motion in periodic potentials and Brownian motors are studied and the connection between diffusion processes and time-dependent statistical mechanics is elucidated. The book contains a large number of illustrations, examples, and exercises. It will be useful for graduate-level courses on stochastic processes for students in applied mathematics, physics and engineering. Many of the topics covered in this book (reversible diffusions, convergence to equilibrium for diffusion processes, inference methods for stochastic differential equations, derivation of the generalized Langevin equation, exit time problems) cannot be easily found in textbook form and will be useful to both researchers and students interested in the applications of stochastic processes.
Author: Peter Mörters
Publisher: Cambridge University Press
ISBN: 1139486578
Category : Mathematics
Languages : en
Pages :
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Book Description
This eagerly awaited textbook covers everything the graduate student in probability wants to know about Brownian motion, as well as the latest research in the area. Starting with the construction of Brownian motion, the book then proceeds to sample path properties like continuity and nowhere differentiability. Notions of fractal dimension are introduced early and are used throughout the book to describe fine properties of Brownian paths. The relation of Brownian motion and random walk is explored from several viewpoints, including a development of the theory of Brownian local times from random walk embeddings. Stochastic integration is introduced as a tool and an accessible treatment of the potential theory of Brownian motion clears the path for an extensive treatment of intersections of Brownian paths. An investigation of exceptional points on the Brownian path and an appendix on SLE processes, by Oded Schramm and Wendelin Werner, lead directly to recent research themes.
Author: Benedict Baur
Publisher: Scepter Publishers
ISBN: 9780933932937
Category : Religion
Languages : en
Pages : 228
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Book Description
Author: Robert C. Dalang
Publisher: Springer Science & Business Media
ISBN: 3540859934
Category : Mathematics
Languages : en
Pages : 230
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Book Description
This title contains lectures that offer an introduction to modern topics in stochastic partial differential equations and bring together experts whose research is centered on the interface between Gaussian analysis, stochastic analysis, and stochastic PDEs.
Author: Jean-Francois Le Gall
Publisher: Birkhäuser
ISBN: 3034886837
Category : Mathematics
Languages : en
Pages : 170
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Book Description
This book introduces several remarkable new probabilistic objects that combine spatial motion with a continuous branching phenomenon and are closely related to certain semilinear partial differential equations (PDE). The Brownian snake approach is used to give a powerful representation of superprocesses and also to investigate connections between superprocesses and PDEs. These are notable because almost every important probabilistic question corresponds to a significant analytic problem.
Author: Benedikt Baur
Publisher: Scepter Publishers
ISBN: 9781889334165
Category : Religion
Languages : en
Pages : 276
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Book Description
This collection of homilies by St. Josemaría Escrivá helps you develop a strong, lasting friendship with the God who is close to us. St. Josemaría gives you a broad picture of the basic human and Christian virtues, so that you can not only follow closely in our Lord's footsteps, but establish and maintain a filial dialogue with God. Each of his homilies here are not only heartfelt conversations with the Christian who is immersed in ordinary life, but also a prayerful colloquy with God. With a masterful pastor's hand, St. Josemaría combines theological depth with evangelical clarity. He gives you here not only a lesson in doctrine, but an introduction to essential aspects of the Christian life. Simple, compassionate, and profound, these homilies are a full expression of St. Josemaría's passionate, expansive love for God.
