Analytical methods for Markov semigroups
by
Lorenzi, Luca., author.
Title
:
Analytical methods for Markov semigroups
Author
:
Lorenzi, Luca., author.
ISBN
:
9780429142680
Physical Description
:
1 online resource (xxxi, 526 pages)
Series
:
Monographs and textbooks in pure and applied mathematics ; 283
Contents
:
part 1 Part I: Markov semigroups in RN -- chapter 2 The elliptic equation and the Cauchy problem in Cb(R N ): the uniformly elliptic case -- chapter 3 One-dimensional theory -- chapter 4 Uniqueness results, conservation of probability and maxi- mum principles -- chapter 5 Properties of {T (t)} in spaces of continuous functions -- chapter 6 Uniform estimates for the derivatives of T (t)f -- chapter 7 Pointwise estimates for the derivatives of T (t)f -- chapter 8 Invariant measures µ and the semigroup in Lp(RN, µ) -- chapter 9 The Ornstein-Uhlenbeck operator -- chapter 10 A class of nonanalytic Markov semigroups in Cb(R N ) and in Lp(RN, µ) -- part 2 Part II: Markov semigroups in unbounded open sets -- chapter 11 The Cauchy-Dirichlet problem -- chapter 12 The Cauchy-Neumann problem: the convex case -- chapter 13 The Cauchy-Neumann problem: the nonconvex case -- part 3 Part III: A class of Markov semigroups in RN associated with degenerate elliptic operators -- chapter 14 The Cauchy problem in Cb(R N ) -- part 4 Part IV: Appendices -- chapter A Basic notions of functional analysis in Banach spaces -- chapter B An overview on strongly continuous and analytic semigroups -- chapter 100 Appendix C: PDE’s and analytic semigroups -- chapter D Some properties of the distance function -- chapter E Function spaces: definitions and main properties E.1 Spaces of functions that are continuous or Ho¨lder continuous.
Subject Term
:
Markov processes.
Semigroups.
Added Author
:
Bertoldi, Marcello.
Electronic Access
:
| Library | Material Type | Item Barcode | Shelf Number | [[missing key: search.ChildField.HOLDING]] | Status |
|---|
| Online Library | E-Book | 544010-1001 | QA274.7 .L67 2007 | | CRC E-Books |