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Pseudo-Differential Operators and Markov Processes

โœ Scribed by Niels Jacob, N. Jacob

Publisher
Imperial College Press
Year
2002
Tongue
English
Leaves
517
Edition
1st
Category
Library
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โœฆ Synopsis

Volume 1: Fourier Analysis and Semigroups. 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.

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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

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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

Pseudo-Differential Operators and Markov
๐Ÿ“ Pseudo-Differential Operators and Markov Processes: Volume III: Markov Processes and Applications: 3
โœ Niels Jacob ๐Ÿ“‚ Library ๐Ÿ“… 2005 ๐Ÿ› Imperial College Press ๐ŸŒ English

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

Pseudo-Differential Operators and Markov
๐Ÿ“ Pseudo-Differential Operators and Markov Processes: Generators and Potential Theory
โœ Niels Jacob ๐Ÿ“‚ Library ๐Ÿ“… 2002 ๐Ÿ› World Scientific Publishing Company ๐ŸŒ English

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