Elliptic Boundary Value Problems and Construction of Lp-Strong Feller Processes with Singular Drift and Reflection - Brossura

Baur, Benedict

Brossura

ISBN 10: 3658058285 ISBN 13: 9783658058289

Casa editrice: Springer Spektrum, 2014

Riassunto

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.

Su questo libro

Recensione:

“The author presents modern functional analytic methods for the construction and analysis of Feller processes in general and diffusion processes in particular. ... This book is a must-read for people who are interested in (stochastic) differential equations, Dirichlet forms, stochastic processes and their applications.” (J. A. Van Casteren, Mathematical Reviews, November, 2015)

L'autore:

Benedict Baur has done his doctor’s degree at the University of Kaiserslautern in topics on Stochastics and Functional Analysis.

Su questa edizione

• Editore: Springer Spektrum
• Data di pubblicazione: 2014
• ISBN 10: 3658058285
• ISBN 13: 9783658058289
• Rilegatura: Copertina flessibile
• Numero di pagine: 208