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Benedict Baur 
Elliptic Boundary Value Problems and Construction of Lp-Strong Feller Processes with Singular Drift and Reflection 

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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.
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Mục lục

​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.

Giới thiệu về tác giả

Benedict Baur has done his doctor’s degree at the University of Kaiserslautern in topics on Stochastics and Functional Analysis.
Ngôn ngữ Anh ● định dạng PDF ● Trang 198 ● ISBN 9783658058296 ● Kích thước tập tin 1.8 MB ● Nhà xuất bản Springer Fachmedien Wiesbaden GmbH ● Thành phố Wiesbaden ● Quốc gia DE ● Được phát hành 2014 ● Có thể tải xuống 24 tháng ● Tiền tệ EUR ● TÔI 5240224 ● Sao chép bảo vệ DRM xã hội

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