Pseudo Differential Operators And Markov Processes Vol 1 Fourier Analysis And Semigroups
DOWNLOAD
Download Pseudo Differential Operators And Markov Processes Vol 1 Fourier Analysis And Semigroups PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get Pseudo Differential Operators And Markov Processes Vol 1 Fourier Analysis And Semigroups book now. This website allows unlimited access to, at the time of writing, more than 1.5 million titles, including hundreds of thousands of titles in various foreign languages. If the content not found or just blank you must refresh this page
Pseudo Differential Operators And Markov Processes Volume I Fourier Analysis And Semigroups
DOWNLOAD
Author : Niels Jacob
language : en
Publisher: World Scientific
Release Date : 2001-11-28
Pseudo Differential Operators And Markov Processes Volume I Fourier Analysis And Semigroups written by Niels Jacob and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001-11-28 with Mathematics categories.
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
Pseudo Differential Operators And Markov Processes Volume Iii Markov Processes And Applications
DOWNLOAD
Author : Niels Jacob
language : en
Publisher: World Scientific
Release Date : 2005-06-14
Pseudo Differential Operators And Markov Processes Volume Iii Markov Processes And Applications written by Niels Jacob and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005-06-14 with Mathematics categories.
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
Pseudo Differential Operators Markov Processes
DOWNLOAD
Author : Niels Jacob
language : en
Publisher: Imperial College Press
Release Date : 2005
Pseudo Differential Operators Markov Processes written by Niels Jacob and has been published by Imperial College Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005 with Mathematics categories.
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.
Pseudo Differential Operators And Markov Processes Vol 1 Fourier Analysis And Semigroups
DOWNLOAD
Author : N. Jacob
language : en
Publisher:
Release Date : 2001
Pseudo Differential Operators And Markov Processes Vol 1 Fourier Analysis And Semigroups written by N. Jacob and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001 with categories.
Markov Processes Feller Semigroups And Evolution Equations
DOWNLOAD
Author : J. A. van Casteren
language : en
Publisher: World Scientific
Release Date : 2011
Markov Processes Feller Semigroups And Evolution Equations written by J. A. van Casteren and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011 with Mathematics categories.
The book provides a systemic treatment of time-dependent strong Markov processes with values in a Polish space. It describes its generators and the link with stochastic differential equations in infinite dimensions. In a unifying way, where the square gradient operator is employed, new results for backward stochastic differential equations and long-time behavior are discussed in depth. The book also establishes a link between propagators or evolution families with the Feller property and time-inhomogeneous Markov processes. This mathematical material finds its applications in several branches of the scientific world, among which are mathematical physics, hedging models in financial mathematics, and population models.
Pseudo Differential Operators And Markov Processes Volume Ii Generators And Their Potential Theory
DOWNLOAD
Author : Niels Jacob
language : en
Publisher: World Scientific
Release Date : 2002-07-19
Pseudo Differential Operators And Markov Processes Volume Ii Generators And Their Potential Theory written by Niels Jacob and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002-07-19 with Mathematics categories.
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.
Evolution Equations And Their Applications In Physical And Life Sciences
DOWNLOAD
Author : G Lumer
language : en
Publisher: CRC Press
Release Date : 2019-04-24
Evolution Equations And Their Applications In Physical And Life Sciences written by G Lumer and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-04-24 with Medical categories.
This volume presents a collection of lectures on linear partial differntial equations and semigroups, nonlinear equations, stochastic evolutionary processes, and evolution problems from physics, engineering and mathematical biology. The contributions come from the 6th International Conference on Evolution Equations and Their Applications in Physica
L Vy Matters I
DOWNLOAD
Author : Thomas Duquesne
language : en
Publisher: Springer
Release Date : 2010-09-02
L Vy Matters I written by Thomas Duquesne and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-09-02 with Mathematics categories.
Focusing on the breadth of the topic, this volume explores Lévy processes and applications, and presents the state-of-the-art in this evolving area of study. These expository articles help to disseminate important theoretical and applied research to those studying the field.
Fractional Differential Equations
DOWNLOAD
Author : Anatoly Kochubei
language : en
Publisher: Walter de Gruyter GmbH & Co KG
Release Date : 2019-02-19
Fractional Differential Equations written by Anatoly Kochubei and has been published by Walter de Gruyter GmbH & Co KG this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-02-19 with Mathematics categories.
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.
Generators Of Markov Chains
DOWNLOAD
Author : Adam Bobrowski
language : en
Publisher: Cambridge University Press
Release Date : 2021
Generators Of Markov Chains written by Adam Bobrowski and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021 with Mathematics categories.
A clear explanation of what an explosive Markov chain does after it passes through all available states in finite time.