Benedict Baur presents modern functional analytic methods for construction and analysis of Feller processes in general and diffusion processes in particular. Topics covered are: Construction of Lp-strong Feller processes using Dirichlet form methods, regularity for solutions of elliptic boundary value problems, construction of elliptic diffusions with singular drift and reflection, Skorokhod decomposition and applications to Mathematical Physics like finite particle systems with singular interaction. Emphasize is placed on the handling of singular drift coefficients, as well as on the discussion of point wise and path wise properties of the constructed processes rather than just the quasi-everywhere properties commonly known from the general Dirichlet form theory.
€53.49
Inhoudsopgave
Introduction.- Construction of Lp-Strong Feller Processes.- Elliptic Regularity up to the Boundary.- Construction of Elliptic Diffusions.- Applications.- Construction of the Local Time and Skorokhod Decomposition.- Appendix.Over de auteur
Benedict Baur has done his doctor’s degree at the University of Kaiserslautern in topics on Stochastics and Functional Analysis.
Taal Engels ● Formaat PDF ● Pagina’s 198 ● ISBN 9783658058296 ● Bestandsgrootte 1.8 MB ● Uitgeverij Springer Fachmedien Wiesbaden GmbH ● Stad Wiesbaden ● Land DE ● Gepubliceerd 2014 ● Downloadbare 24 maanden ● Valuta EUR ● ID 5240224 ● Kopieerbeveiliging Sociale DRM
Meer e-boeken van dezelfde auteur (s) / Editor
2.088 E-boeken in deze categorie
