| Description |
1 online resource (607 pages) |
| Series |
Monographs and Research Notes in Mathematics |
|
Monographs and research notes in mathematics.
|
| Contents |
880-01 1.2 The Cauchy problem and the semigroup1.3 The weak generator of {T(t)}; 1.4 Analytic and non-analytic semigroups in Cb(RN); 1.5 The Markov process; 1.6 The associated stochastic differential equation; 2: One-dimensional theory; 2.0 Introduction; 2.1 The homogeneous equation; 2.2 The nonhomogeneous equation; 3: Uniqueness results, conservation of probability and maximum principles; 3.0 Introduction; 3.1 Conservation of probability and uniqueness; 3.1.1 Maximum principles; 3.1.2 The case when c a"0; 3.2 Non-uniqueness; 4: Properties of T(t) in spaces of continuous functions; 4.0 Introduction |
|
880-01/(S 8.4.1 A more general class of elliptic operators9: The invariant measure æ and the semigroup in Lp(RN, æ); 9.0 Introduction; 9.1 Existence, uniqueness and general properties; 9.1.1 General properties and uniqueness; 9.1.2 Existence by Khas'minskii theorem; 9.1.3 Existence by compactness in Cb(RN); 9.1.4 Existence by symmetry; 9.2 Regularity properties of invariant measures; 9.2.1 Global Lq-regularity of the density ρ; 9.2.2 Global Sobolev regularity; 9.3 Some consequences of the estimates in Chapter 6; 9.4 Logarithmic Sobolev inequality, Poincaré inequality, summability improving properties |
| Summary |
"This is the second edition of the book "Analytical methods for Markov semigroups" which Marcello Bertoldi and I wrote in 2006"--Page xv. The second edition of this book has a new title that more accurately reflects the table of contents. Over the past few years, many new results have been proven in the field of partial differential equations. This edition takes those new results into account, in particular the study of nonautonomous operators with unbounded coefficients, which has received great attention. Additionally, this edition is the first to use a unified approach to contain the new results in a singular place |
| Notes |
9.4.1 Concluding remarks |
|
Print version record |
| Subject |
Stochastic processes.
|
|
Stochastic processes
|
| Form |
Electronic book
|
| ISBN |
9781482243345 |
|
1482243342 |
|
