Author: Niels Jacob
Publisher: World Scientific
ISBN: 178326120X
Category : Mathematics
Languages : en
Pages : 477
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Book Description
In this volume two topics are discussed: the construction of Feller and Lp-sub-Markovian semigroups by starting with a pseudo-differential operator, and the potential theory of these semigroups and their generators. The first part of the text essentially discusses the analysis of pseudo-differential operators with negative definite symbols and develops a symbolic calculus; in addition, it deals with special approaches, such as subordination in the sense of Bochner. The second part handles capacities, function spaces associated with continuous negative definite functions, Lp -sub-Markovian semigroups in their associated Bessel potential spaces, Stein's Littlewood-Paley theory, global properties of Lp-sub-Markovian semigroups, and estimates for transition functions.
Author: Niels Jacob
Publisher:
ISBN: 9781860943249
Category : Mathematics
Languages : en
Pages : 453
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Book Description
Author: Dorothea Bahns
Publisher: Springer
ISBN: 3030130460
Category : Mathematics
Languages : en
Pages : 267
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Book Description
This book presents four survey articles on various aspects of open quantum systems, specifically addressing quantum Markovian processes, Feller semigroups and nonequilibrium dynamics. The contributions are based on lectures given by distinguished experts at a summer school in Göttingen, Germany. Starting from basic notions, the authors of these lecture notes accompany the reader on a journey up to the latest research, highlighting new challenges and addressing unsolved problems at the interface between mathematics and physics. Though the book is primarily addressed to graduate students, it will also be of interest to researchers.
Author: Anatoly Kochubei
Publisher: Walter de Gruyter GmbH & Co KG
ISBN: 3110571668
Category : Mathematics
Languages : en
Pages : 528
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Book Description
This multi-volume handbook is the most up-to-date and comprehensive reference work in the field of fractional calculus and its numerous applications. This second volume collects authoritative chapters covering the mathematical theory of fractional calculus, including ordinary and partial differential equations of fractional order, inverse problems, and evolution equations.
Author: Franziska Kühn
Publisher: Springer
ISBN: 3319608886
Category : Mathematics
Languages : en
Pages : 264
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Book Description
Presenting some recent results on the construction and the moments of Lévy-type processes, the focus of this volume is on a new existence theorem, which is proved using a parametrix construction. Applications range from heat kernel estimates for a class of Lévy-type processes to existence and uniqueness theorems for Lévy-driven stochastic differential equations with Hölder continuous coefficients. Moreover, necessary and sufficient conditions for the existence of moments of Lévy-type processes are studied and some estimates on moments are derived. Lévy-type processes behave locally like Lévy processes but, in contrast to Lévy processes, they are not homogeneous in space. Typical examples are processes with varying index of stability and solutions of Lévy-driven stochastic differential equations. This is the sixth volume in a subseries of the Lecture Notes in Mathematics called Lévy Matters. Each volume describes a number of important topics in the theory or applications of Lévy processes and pays tribute to the state of the art of this rapidly evolving subject, with special emphasis on the non-Brownian world.
Author: Maynard Arsove
Publisher: American Mathematical Soc.
ISBN: 0821822268
Category : Mathematics
Languages : en
Pages : 138
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Book Description
Global aspects of classical and axiomatic potential theory are developed in a purely algebraic way, in terms of a new algebraic structure called a mixed lattice semigroup. This generalizes the notion of a Riesz space (vector lattice) by replacing the usual symmetrical lower and upper envelopes by unsymmetrical "mixed" lower and upper envelopes, formed relative to specific order on the first element and initial order on the second. The treatment makes essential use of a calculus of mixed envelopes, in which the main formulas and inequalities are derived through the use of certain semigroups of nonlinear operators. Techniques based on these operator semigroups are new even in the classical setting.
Author: Björn Böttcher
Publisher: Springer
ISBN: 3319026844
Category : Mathematics
Languages : en
Pages : 215
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Book Description
This volume presents recent developments in the area of Lévy-type processes and more general stochastic processes that behave locally like a Lévy process. Although written in a survey style, quite a few results are extensions of known theorems, and others are completely new. The focus is on the symbol of a Lévy-type process: a non-random function which is a counterpart of the characteristic exponent of a Lévy process. The class of stochastic processes which can be associated with a symbol is characterized, various schemes constructing a stochastic process from a given symbol are discussed, and it is shown how one can use the symbol in order to describe the sample path properties of the underlying process. Lastly, the symbol is used to approximate and simulate Levy-type processes. This is the third volume in a subseries of the Lecture Notes in Mathematics called Lévy Matters. Each volume describes a number of important topics in the theory or applications of Lévy processes and pays tribute to the state of the art of this rapidly evolving subject with special emphasis on the non-Brownian world.
Author: David Applebaum
Publisher: Cambridge University Press
ISBN: 1108483097
Category : Mathematics
Languages : en
Pages : 235
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Book Description
Provides a graduate-level introduction to the theory of semigroups of operators.
Author: Niels Jacob
Publisher: Imperial College Press
ISBN: 1860945686
Category : Mathematics
Languages : en
Pages : 506
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Book Description
This work covers two topics in detail: Fourier analysis, with emphasis on positivity and also on some function spaces and multiplier theorems; and one-parameter operator semigroups with emphasis on Feller semigroups and Lp-sub-Markovian semigroups. In addition, Dirichlet forms are treated.
Author: Sergio Albeverio
Publisher: Springer Science & Business Media
ISBN: 3642196594
Category : Mathematics
Languages : en
Pages : 295
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Book Description
This monograph treats the theory of Dirichlet forms from a comprehensive point of view, using "nonstandard analysis." Thus, it is close in spirit to the discrete classical formulation of Dirichlet space theory by Beurling and Deny (1958). The discrete infinitesimal setup makes it possible to study the diffusion and the jump part using essentially the same methods. This setting has the advantage of being independent of special topological properties of the state space and in this sense is a natural one, valid for both finite- and infinite-dimensional spaces. The present monograph provides a thorough treatment of the symmetric as well as the non-symmetric case, surveys the theory of hyperfinite Lévy processes, and summarizes in an epilogue the model-theoretic genericity of hyperfinite stochastic processes theory.
