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

書誌事項

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

Andreas Eberle

(Lecture notes in mathematics, 1718)

Springer, c1999

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注記

Bibliography: p. [255]-260

Includes index

内容説明・目次

内容説明

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.

目次

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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詳細情報

  • NII書誌ID(NCID)
    BA44593118
  • ISBN
    • 3540666281
  • 出版国コード
    gw
  • タイトル言語コード
    eng
  • 本文言語コード
    eng
  • 出版地
    Berlin ; Tokyo
  • ページ数/冊数
    viii, 262 p.
  • 大きさ
    24 cm
  • 分類
  • 親書誌ID
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