Analytical Methods for Markov Semigroups

Analytical Methods for Markov Semigroups PDF

Author: Luca Lorenzi

Publisher: CRC Press

Published: 2006-07-28

Total Pages: 559

ISBN-13: 1420011588

DOWNLOAD EBOOK →

For the first time in book form, Analytical Methods for Markov Semigroups provides a comprehensive analysis on Markov semigroups both in spaces of bounded and continuous functions as well as in Lp spaces relevant to the invariant measure of the semigroup. Exploring specific techniques and results, the book collects and updates the literature associated with Markov semigroups. Divided into four parts, the book begins with the general properties of the semigroup in spaces of continuous functions: the existence of solutions to the elliptic and to the parabolic equation, uniqueness properties and counterexamples to uniqueness, and the definition and properties of the weak generator. It also examines properties of the Markov process and the connection with the uniqueness of the solutions. In the second part, the authors consider the replacement of RN with an open and unbounded domain of RN. They also discuss homogeneous Dirichlet and Neumann boundary conditions associated with the operator A. The final chapters analyze degenerate elliptic operators A and offer solutions to the problem. Using analytical methods, this book presents past and present results of Markov semigroups, making it suitable for applications in science, engineering, and economics.

Markov Processes, Semigroups, and Generators

Markov Processes, Semigroups, and Generators PDF

Author: Vassili N. Kolokoltsov

Publisher: Walter de Gruyter

Published: 2011

Total Pages: 449

ISBN-13: 3110250101

DOWNLOAD EBOOK →

This work offers a highly useful, well developed reference on Markov processes, the universal model for random processes and evolutions. The wide range of applications, in exact sciences as well as in other areas like social studies, require a volume that offers a refresher on fundamentals before conveying the Markov processes and examples for

Analytical Methods for Kolmogorov Equations

Analytical Methods for Kolmogorov Equations PDF

Author: Luca Lorenzi

Publisher: CRC Press

Published: 2016-10-04

Total Pages: 607

ISBN-13: 1482243342

DOWNLOAD EBOOK →

The second edition of this book has a new title that more accurately reflects the table of contents. Over the past few years, many new results have been proven in the field of partial differential equations. This edition takes those new results into account, in particular the study of nonautonomous operators with unbounded coefficients, which has received great attention. Additionally, this edition is the first to use a unified approach to contain the new results in a singular place.

Analysis and Geometry of Markov Diffusion Operators

Analysis and Geometry of Markov Diffusion Operators PDF

Author: Dominique Bakry

Publisher: Springer Science & Business Media

Published: 2013-11-18

Total Pages: 555

ISBN-13: 3319002279

DOWNLOAD EBOOK →

The present volume is an extensive monograph on the analytic and geometric aspects of Markov diffusion operators. It focuses on the geometric curvature properties of the underlying structure in order to study convergence to equilibrium, spectral bounds, functional inequalities such as Poincaré, Sobolev or logarithmic Sobolev inequalities, and various bounds on solutions of evolution equations. At the same time, it covers a large class of evolution and partial differential equations. The book is intended to serve as an introduction to the subject and to be accessible for beginning and advanced scientists and non-specialists. Simultaneously, it covers a wide range of results and techniques from the early developments in the mid-eighties to the latest achievements. As such, students and researchers interested in the modern aspects of Markov diffusion operators and semigroups and their connections to analytic functional inequalities, probabilistic convergence to equilibrium and geometric curvature will find it especially useful. Selected chapters can also be used for advanced courses on the topic.

Analytical Methods for Kolmogorov Equations

Analytical Methods for Kolmogorov Equations PDF

Author: Luca Lorenzi

Publisher: CRC Press

Published: 2016-10-04

Total Pages: 572

ISBN-13: 1315355620

DOWNLOAD EBOOK →

The second edition of this book has a new title that more accurately reflects the table of contents. Over the past few years, many new results have been proven in the field of partial differential equations. This edition takes those new results into account, in particular the study of nonautonomous operators with unbounded coefficients, which has received great attention. Additionally, this edition is the first to use a unified approach to contain the new results in a singular place.

Semigroups of Operators -Theory and Applications

Semigroups of Operators -Theory and Applications PDF

Author: Jacek Banasiak

Publisher: Springer

Published: 2014-11-20

Total Pages: 338

ISBN-13: 3319121456

DOWNLOAD EBOOK →

Many results, both from semi group theory itself and from the applied sciences, are phrased in discipline-specific languages and hence are hardly known to a broader community. This volume contains a selection of lectures presented at a conference that was organised as a forum for all mathematicians using semi group theory to learn what is happening outside their own field of research. The collection will help to establish a number of new links between various sub-disciplines of semigroup theory, stochastic processes, differential equations and the applied fields. The theory of semigroups of operators is a well-developed branch of functional analysis. Its foundations were laid at the beginning of the 20th century, while the fundamental generation theorem of Hille and Yosida dates back to the forties. The theory was, from the very beginning, designed as a universal language for partial differential equations and stochastic processes, but at the same time it started to live as an independent branch of operator theory. Nowadays, it still has the same distinctive flavour: it develops rapidly by posing new ‘internal’ questions and in answering them, discovering new methods that can be used in applications. On the other hand, it is influenced by questions from PDEs and stochastic processes as well as from applied sciences such as mathematical biology and optimal control, and thus it continually gathers a new momentum. Researchers and postgraduate students working in operator theory, partial differential equations, probability and stochastic processes, analytical methods in biology and other natural sciences, optimization and optimal control will find this volume useful.

Functional Analytic Methods for Evolution Equations

Functional Analytic Methods for Evolution Equations PDF

Author: Giuseppe Da Prato

Publisher: Springer

Published: 2004-08-30

Total Pages: 478

ISBN-13: 3540446532

DOWNLOAD EBOOK →

This book consists of five introductory contributions by leading mathematicians on the functional analytic treatment of evolutions equations. In particular the contributions deal with Markov semigroups, maximal L^p-regularity, optimal control problems for boundary and point control systems, parabolic moving boundary problems and parabolic nonautonomous evolution equations. The book is addressed to PhD students, young researchers and mathematicians doing research in one of the above topics.

Schrödinger Operators, Markov Semigroups, Wavelet Analysis, Operator Algebras

Schrödinger Operators, Markov Semigroups, Wavelet Analysis, Operator Algebras PDF

Author: Michael Demuth

Publisher: De Gruyter Akademie Forschung

Published: 1996

Total Pages: 414

ISBN-13:

DOWNLOAD EBOOK →

The analysis of partial differential equations has stimulated large areas of research in mathematical physics, harmonic analysis, and operator theory. The present volume illuminates the depth and variety of these interactions. It begins with a survey on the use of semiclassical analysis and maximum-principle techniques in statistical mechanics. There follows an article presenting the perturbation theory for generators of Markov semigroups acting on Lp. The third contribution provides a self-contained introduction to continuous wavelet analysis, including its relations to function spaces and microlocal regularity; this is particularly topical, as wavelet methods have been applied with great success in the past decade to problems in harmonic and numerical analysis as well as in diverse fields of engineering. The final section explores pseudo-differential analysis on singular configurations, with special emphasis on C-algebra techniques, Mellin operators, and analytical index formulas.

Boundary Value Problems and Markov Processes

Boundary Value Problems and Markov Processes PDF

Author: Kazuaki Taira

Publisher: Springer

Published: 2006-11-15

Total Pages: 139

ISBN-13: 3540466355

DOWNLOAD EBOOK →

Focussing on the interrelations of the subjects of Markov processes, analytic semigroups and elliptic boundary value problems, this monograph provides a careful and accessible exposition of functional methods in stochastic analysis. The author studies a class of boundary value problems for second-order elliptic differential operators which includes as particular cases the Dirichlet and Neumann problems, and proves that this class of boundary value problems provides a new example of analytic semigroups both in the Lp topology and in the topology of uniform convergence. As an application, one can construct analytic semigroups corresponding to the diffusion phenomenon of a Markovian particle moving continuously in the state space until it "dies", at which time it reaches the set where the absorption phenomenon occurs. A class of initial-boundary value problems for semilinear parabolic differential equations is also considered. This monograph will appeal to both advanced students and researchers as an introduction to the three interrelated subjects in analysis, providing powerful methods for continuing research.