Uniqueness and non-uniqueness of semigroups generated by singular diffusion operators

Bibliographic Information

Uniqueness and non-uniqueness of semigroups generated by singular diffusion operators

Andreas Eberle

(Lecture notes in mathematics, 1718)

Springer, c1999

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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.

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Details

  • NCID
    BA44593118
  • ISBN
    • 3540666281
  • Country Code
    gw
  • Title Language Code
    eng
  • Text Language Code
    eng
  • Place of Publication
    Berlin ; Tokyo
  • Pages/Volumes
    viii, 262 p.
  • Size
    24 cm
  • Classification
  • Parent Bibliography ID
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