Uniqueness and Non-Uniqueness of Semigroups Generated by Singular Diffusion Operators: 1718 - Brossura

Eberle, Andreas

 
9783540666288: Uniqueness and Non-Uniqueness of Semigroups Generated by Singular Diffusion Operators: 1718

Sinossi

This book addresses both probabilists working on diffusion processes and analysts interested in linear parabolic partial differential equations with singular coefficients. The central question discussed is whether a given diffusion operator, i.e., a second order linear differential operator without zeroth order term, which is a priori defined on test functions over some (finite or infinite dimensional) state space only, uniquely determines a strongly continuous semigroup on a corresponding weighted Lp space. Particular emphasis is placed on phenomena causing non-uniqueness, as well as on the relation between different notions of uniqueness appearing in analytic and probabilistic contexts.

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

Contenuti

Motivation and basic definitions: Uniqueness problems in various contexts.- L p uniqueness in finite dimensions.- Markov uniqueness.- Probabilistic aspects of L p and Markov uniqueness.- First steps in infinite dimensions.

Product Description

Book by Eberle Andreas

Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.