Pseudo Differential Operators And Markov Processes, Volume Ii: Generators And Their Potential Theory PDF Download
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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: 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: 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: Evarist Giné
Publisher: IMS
ISBN: 9780940600676
Category : Mathematics
Languages : en
Pages : 288
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Book Description
Author: Niels Jacob
Publisher: World Scientific
ISBN: 1783260246
Category : Mathematics
Languages : en
Pages : 504
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Book Description
This volume concentrates on how to construct a Markov process by starting with a suitable pseudo-differential operator. Feller processes, Hunt processes associated with Lp-sub-Markovian semigroups and processes constructed by using the Martingale problem are at the center of the considerations. The potential theory of these processes is further developed and applications are discussed. Due to the non-locality of the generators, the processes are jump processes and their relations to Levy processes are investigated. Special emphasis is given to the symbol of a process, a notion which generalizes that of the characteristic exponent of a Levy process and provides a natural link to pseudo-differential operator theory./a
Author: Niels Jacob
Publisher: Imperial College Press
ISBN: 1860947158
Category : Mathematics
Languages : en
Pages : 504
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Book Description
This volume concentrates on how to construct a Markov process by starting with a suitable pseudo-differential operator. Feller processes, Hunt processes associated with Lp-sub-Markovian semigroups and processes constructed by using the Martingale problem are at the center of the considerations. The potential theory of these processes is further developed and applications are discussed. Due to the non-locality of the generators, the processes are jump processes and their relations to Levy processes are investigated. Special emphasis is given to the symbol of a process, a notion which generalizes that of the characteristic exponent of a Levy process and provides a natural link to pseudo-differential operator theory.
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: Niels Jacob
Publisher: World Scientific
ISBN: 178326134X
Category : Mathematics
Languages : en
Pages : 517
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Book Description
After recalling essentials of analysis — including functional analysis, convexity, distribution theory and interpolation theory — this book handles 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. The book is self-contained and offers new material originated by the author and his students./a
Author: Kazuaki Taira
Publisher: Springer
ISBN: 3662436965
Category : Mathematics
Languages : en
Pages : 724
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Book Description
A careful and accessible exposition of functional analytic methods in stochastic analysis is provided in this book. It focuses on the interrelationship between three subjects in analysis: Markov processes, semi groups and elliptic boundary value problems. The author studies a general class of elliptic boundary value problems for second-order, Waldenfels integro-differential operators in partial differential equations and proves that this class of elliptic boundary value problems provides a general class of Feller semigroups in functional analysis. As an application, the author constructs a general class of Markov processes in probability in which a Markovian particle moves both by jumps and continuously in the state space until it 'dies' at the time when it reaches the set where the particle is definitely absorbed. Augmenting the 1st edition published in 2004, this edition includes four new chapters and eight re-worked and expanded chapters. It is amply illustrated and all chapters are rounded off with Notes and Comments where bibliographical references are primarily discussed. Thanks to the kind feedback from many readers, some errors in the first edition have been corrected. In order to keep the book up-to-date, new references have been added to the bibliography. Researchers and graduate students interested in PDEs, functional analysis and probability will find this volume useful.
Author: Helmut Abels
Publisher: Walter de Gruyter
ISBN: 3110250314
Category : Mathematics
Languages : en
Pages : 233
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Book Description
This textbook provides a self-contained and elementary introduction to the modern theory of pseudodifferential operators and their applications to partial differential equations. In the first chapters, the necessary material on Fourier transformation and distribution theory is presented. Subsequently the basic calculus of pseudodifferential operators on the n-dimensional Euclidean space is developed. In order to present the deep results on regularity questions for partial differential equations, an introduction to the theory of singular integral operators is given - which is of interest for its own. Moreover, to get a wide range of applications, one chapter is devoted to the modern theory of Besov and Bessel potential spaces. In order to demonstrate some fundamental approaches and the power of the theory, several applications to wellposedness and regularity question for elliptic and parabolic equations are presented throughout the book. The basic notation of functional analysis needed in the book is introduced and summarized in the appendix. The text is comprehensible for students of mathematics and physics with a basic education in analysis.
Author: Sabir Umarov
Publisher: Springer
ISBN: 3319207717
Category : Mathematics
Languages : en
Pages : 446
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Book Description
The book systematically presents the theories of pseudo-differential operators with symbols singular in dual variables, fractional order derivatives, distributed and variable order fractional derivatives, random walk approximants, and applications of these theories to various initial and multi-point boundary value problems for pseudo-differential equations. Fractional Fokker-Planck-Kolmogorov equations associated with a large class of stochastic processes are presented. A complex version of the theory of pseudo-differential operators with meromorphic symbols based on the recently introduced complex Fourier transform is developed and applied for initial and boundary value problems for systems of complex differential and pseudo-differential equations.
