Pseudo-differential operators and Markov processes
Author(s)
Bibliographic Information
Pseudo-differential operators and Markov processes
(Mathematical research = Mathematische Forschung, v. 94)
Akademie Verlag, c1996
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Includes bibliographical references
Description and Table of Contents
Description
This study examines several cases in which pseudo-differential operators extend to to a generator of a Feller semi-group, hence to a generator of a Markov process. It also discusses how to derive properties of these Markov processes from properties of the symbol of the generator.
Table of Contents
- Markov processes and pseudo-dofferential operators - why?
- Levy processes and continuous negative definite functions
- pseudo-differential operators and Dirichlet forms
- constructing Feller semi-groups from pseudo-differential operators
- the martingale problem for pseudo-differential operators
- subordination in the sense of Bochner
- transition functions (existence, estimates)
- path properties and symbol
- Balayage theory and the Dirichlet problem for pseudo-differential operators.
by "Nielsen BookData"