Elliptic Boundary Value Problems and Construction of Lp-Strong Feller Processes with Singular Drift and Reflection
Autor Benedict Bauren Limba Engleză Paperback – 8 mai 2014
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Specificații
ISBN-13: 9783658058289
ISBN-10: 3658058285
Pagini: 208
Ilustrații: X, 198 p. 1 illus.
Dimensiuni: 148 x 210 x 17 mm
Greutate: 0.28 kg
Ediția:2014
Editura: Springer Fachmedien Wiesbaden
Colecția Springer Spektrum
Locul publicării:Wiesbaden, Germany
ISBN-10: 3658058285
Pagini: 208
Ilustrații: X, 198 p. 1 illus.
Dimensiuni: 148 x 210 x 17 mm
Greutate: 0.28 kg
Ediția:2014
Editura: Springer Fachmedien Wiesbaden
Colecția Springer Spektrum
Locul publicării:Wiesbaden, Germany
Public țintă
ResearchCuprins
Introduction.- Construction of Lp-Strong Feller Processes.- Elliptic Regularity up to the Boundary.- Construction of Elliptic Diffusions.- Applications.- Construction of the Local Time and Skorokhod Decomposition.- Appendix.
Recenzii
“The author presents modern functional analyticmethods for the construction and analysis of Feller processes in general anddiffusion processes in particular. … This book is a must-read for people whoare interested in (stochastic) differential equations, Dirichlet forms,stochastic processes and their applications.” (J. A. Van Casteren, MathematicalReviews, November, 2015)
Notă biografică
Benedict Baur has done his doctor’s degree at the University of Kaiserslautern in topics on Stochastics and Functional Analysis.
Textul de pe ultima copertă
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 pointwise and pathwise properties of the constructed processes rather than just the quasi-everywhere properties commonly known from the general Dirichlet form theory.
Contents
Graduate and PhD students, researchers of Mathematics in the field (Functional) Analysis, Stochastics, Partial Differential Equations and Mathematical Physics
The Author
Benedict Baur has done his doctor’s degree at the University of Kaiserslautern in topics on Stochastics and Functional Analysis.
Contents
- Construction of Lp-Strong Feller Processes
- Elliptic Boundary Value Problems
- Skorokhod Decomposition for Reflected Diffusions with Singular Drift
- Particle Systems with singular interaction
Graduate and PhD students, researchers of Mathematics in the field (Functional) Analysis, Stochastics, Partial Differential Equations and Mathematical Physics
The Author
Benedict Baur has done his doctor’s degree at the University of Kaiserslautern in topics on Stochastics and Functional Analysis.
Caracteristici
Publication in the field of mathematical sciences Includes supplementary material: sn.pub/extras