Frontmatter -- Contents -- Preface -- Chapter 1. Introduction -- Chapter 2. Wright-Fisher Geometry -- Chapter 3. Maximum Principles and Uniqueness Theorems -- Chapter 4. The Model Solution Operators -- Chapter 5. Degenerate Hölder Spaces -- Chapter 6. Hölder Estimates for the 1-dimensional Model Problems -- Chapter 7. Hölder Estimates for Higher Dimensional Corner Models -- Chapter 8. Hölder Estimates for Euclidean Models -- Chapter 9. Hölder Estimates for General Models -- Chapter 10. Existence of Solutions -- Chapter 11. The Resolvent Operator -- Chapter 12. The Semi-group on ℂ°(P) -- Appendix A: Proofs of Estimates for the Degenerate 1-d Model -- Bibliography -- Index
Summary
This book provides the mathematical foundations for the analysis of a class of degenerate elliptic operators defined on manifolds with corners, which arise in a variety of applications such as population genetics, mathematical finance, and economics. The results discussed in this book prove the uniqueness of the solution to the Martingale problem and therefore the existence of the associated Markov process. Charles Epstein and Rafe Mazzeo use an ""integral kernel method"" to develop mathematical foundations for the study of such degenerate elliptic operators and the stochastic proces
