Uniqueness and non-uniqueness of semigroups generated by singular diffusion operators
Author(s)
Bibliographic Information
Uniqueness and non-uniqueness of semigroups generated by singular diffusion operators
(Lecture notes in mathematics, 1718)
Springer, c1999
Available at 75 libraries
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Note
Bibliography: p. [255]-260
Includes index
Description and Table of Contents
Description
This book addresses both probabilists working on diffusion processes and analysts interested in linear parabolic partial differential equations with singular coefficients. The central question discussed is whether a given diffusion operator, i.e., a second order linear differential operator without zeroth order term, which is a priori defined on test functions over some (finite or infinite dimensional) state space only, uniquely determines a strongly continuous semigroup on a corresponding weighted Lp space. Particular emphasis is placed on phenomena causing non-uniqueness, as well as on the relation between different notions of uniqueness appearing in analytic and probabilistic contexts.
Table of Contents
Motivation and basic definitions: Uniqueness problems in various contexts.- L p uniqueness in finite dimensions.- Markov uniqueness.- Probabilistic aspects of L p and Markov uniqueness.- First steps in infinite dimensions.
by "Nielsen BookData"