Uniqueness and Non-Uniqueness of Semigroups Generated by Singular Diffusion Operators

Uniqueness and Non-Uniqueness of Semigroups Generated by Singular Diffusion Operators PDF

Author: Andreas Eberle

Publisher: Springer

Published: 2007-01-05

Total Pages: 265

ISBN-13: 3540480765

DOWNLOAD EBOOK →

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.

Markov Processes, Feller Semigroups and Evolution Equations

Markov Processes, Feller Semigroups and Evolution Equations PDF

Author: J. A. van Casteren

Publisher: World Scientific

Published: 2011

Total Pages: 825

ISBN-13: 9814322180

DOWNLOAD EBOOK →

The book provides a systemic treatment of time-dependent strong Markov processes with values in a Polish space. It describes its generators and the link with stochastic differential equations in infinite dimensions. In a unifying way, where the square gradient operator is employed, new results for backward stochastic differential equations and long-time behavior are discussed in depth. The book also establishes a link between propagators or evolution families with the Feller property and time-inhomogeneous Markov processes. This mathematical material finds its applications in several branches of the scientific world, among which are mathematical physics, hedging models in financial mathematics, and population models.

Infinite Dimensional Harmonic Analysis Iii - Proceedings Of The Third German-japanese Symposium

Infinite Dimensional Harmonic Analysis Iii - Proceedings Of The Third German-japanese Symposium PDF

Author: Kimiaki Saito

Publisher: World Scientific

Published: 2005-11-09

Total Pages: 368

ISBN-13: 9814478997

DOWNLOAD EBOOK →

This volume contains contributions on recent results in infinite dimensional harmonic analysis and its applications to probability theory. Some papers deal with purely analytic topics such as Frobenius reciprocity, diffeomorphism groups, equivariant fibrations and Harish-Chandra modules. Several other papers touch upon stochastic processes, in particular Lévy processes. The majority of the contributions emphasize on the algebraic-topological aspects of the theory by choosing configuration spaces, locally compact groups and hypergroups as their basic structures. The volume provides a useful survey of innovative work pertaining to a highly actual section of modern analysis in its pure and applied shapings.

Probabilistic Methods in Fluids

Probabilistic Methods in Fluids PDF

Author: Ian Malcolm Davies

Publisher: World Scientific

Published: 2003

Total Pages: 383

ISBN-13: 9812703985

DOWNLOAD EBOOK →

This volume contains recent research papers presented at the international workshop on OC Probabilistic Methods in FluidsOCO held in Swansea. The central problems considered were turbulence and the NavierOCoStokes equations but, as is now well known, these classical problems are deeply intertwined with modern studies of stochastic partial differential equations, jump processes and random dynamical systems. The volume provides a snapshot of current studies in a field where the applications range from the design of aircraft through the mathematics of finance to the study of fluids in porous media."

Probabilistic Methods in Fluids

Probabilistic Methods in Fluids PDF

Author: I M Davies

Publisher: World Scientific

Published: 2003-06-13

Total Pages: 380

ISBN-13: 9814487058

DOWNLOAD EBOOK →

This volume contains recent research papers presented at the international workshop on “Probabilistic Methods in Fluids” held in Swansea. The central problems considered were turbulence and the Navier–Stokes equations but, as is now well known, these classical problems are deeply intertwined with modern studies of stochastic partial differential equations, jump processes and random dynamical systems. The volume provides a snapshot of current studies in a field where the applications range from the design of aircraft through the mathematics of finance to the study of fluids in porous media. Contents:Probabilistic Approach to Hydrodynamic Equations (S Albeverio & Y Belopolskaya)A Mean Field Result for 3D Vortex Filaments (H Bessaih & F Flandoli)Semilinear Stochastic Wave Equations (P-L Chow)Some Remarks on a Statistical Theory of Turbulent Flows (F Flandoli)On the Dispersion of Sets Under the Action of an Isotropic Brownian Flow (H Lisei & M Scheutzow)A Version of the Law of Large Numbers and Applications (A Shirikyan)A Comparison Theorem for Solutions of Backward Stochastic Differential Equations with Two Reflecting Barriers and Its Applications (T-S Zhang)and other papers Readership: Research mathematicians with an interest in stochastic analysis, turbulence, fluid mechanics and stochastic partial differential equations. Keywords:Stochastic Analysis;Turbulence;Fluid Mechanics

Stable Approximate Evaluation of Unbounded Operators

Stable Approximate Evaluation of Unbounded Operators PDF

Author: C. W. Groetsch

Publisher: Springer Science & Business Media

Published: 2007

Total Pages: 134

ISBN-13: 3540399429

DOWNLOAD EBOOK →

Spectral theory of bounded linear operators teams up with von Neumann’s theory of unbounded operators in this monograph to provide a general framework for the study of stable methods for the evaluation of unbounded operators. An introductory chapter provides numerous illustrations of unbounded linear operators that arise in various inverse problems of mathematical physics. Before the general theory of stabilization methods is developed, an extensive exposition of the necessary background material from the theory of operators on Hilbert space is provided. Several specific stabilization methods are studied in detail, with particular attention to the Tikhonov-Morozov method and its iterated version.

The Valuative Tree

The Valuative Tree PDF

Author: Charles Favre

Publisher: Springer

Published: 2004-08-30

Total Pages: 244

ISBN-13: 354044646X

DOWNLOAD EBOOK →

This volume is devoted to a beautiful object, called the valuative tree and designed as a powerful tool for the study of singularities in two complex dimensions. Its intricate yet manageable structure can be analyzed by both algebraic and geometric means. Many types of singularities, including those of curves, ideals, and plurisubharmonic functions, can be encoded in terms of positive measures on the valuative tree. The construction of these measures uses a natural tree Laplace operator of independent interest.

Festschrift Masatoshi Fukushima

Festschrift Masatoshi Fukushima PDF

Author: Zhen-Qing Chen

Publisher: World Scientific

Published: 2014-11-27

Total Pages: 620

ISBN-13: 981459654X

DOWNLOAD EBOOK →

This book contains original research papers by leading experts in the fields of probability theory, stochastic analysis, potential theory and mathematical physics. There is also a historical account on Masatoshi Fukushima's contribution to mathematics, as well as authoritative surveys on the state of the art in the field. Contents:Professor Fukushima's Work:The Mathematical Work of Masatoshi Fukushima — An Essay (Zhen-Qing Chen, Niels Jacob, Masayoshi Takeda and Toshihiro Uemura)Bibliography of Masatoshi FukushimaContributions:Quasi Regular Dirichlet Forms and the Stochastic Quantization Problem (Sergio Albeverio, Zhi-Ming Ma and Michael Röckner)Comparison of Quenched and Annealed Invariance Principles for Random Conductance Model: Part II (Martin Barlow, Krzysztof Burdzy and Adám Timár)Some Historical Aspects of Error Calculus by Dirichlet Forms (Nicolas Bouleau)Stein's Method, Malliavin Calculus, Dirichlet Forms and the Fourth Moment Theorem (Louis H Y Chen and Guillaume Poly)Progress on Hardy-Type Inequalities (Mu-Fa Chen)Functional Inequalities for Pure-Jump Dirichlet Forms (Xin Chen, Feng-Yu Wang and Jian Wang)Additive Functionals and Push Forward Measures Under Veretennikov's Flow (Shizan Fang and Andrey Pilipenko)On a Result of D W Stroock (Patrick J Fitzsimmons)Consistent Risk Measures and a Non-Linear Extension of Backwards Martingale Convergence (Hans Föllmer and Irina Penner)Unavoidable Collections of Balls for Processes with Isotropic Unimodal Green Function (Wolfhard Hansen)Functions of Locally Bounded Variation on Wiener Spaces (Masanori Hino)A Dirichlet Space on Ends of Tree and Superposition of Nodewise Given Dirichlet Forms with Tier Linkage (Hiroshi Kaneko)Dirichlet Forms in Quantum Theory (Witold Karwowski and Ludwig Streit)On a Stability of Heat Kernel Estimates under Generalized Non-Local Feynman-Kac Perturbations for Stable-Like Processes (Daehong Kim and Kazuhiro Kuwae)Martin Boundary for Some Symmetric Lévy Processes (Panki Kim, Renming Song and Zoran Vondraček)Level Statistics of One-Dimensional Schrödinger Operators with Random Decaying Potential (Shinichi Kotani and Fumihiko Nakano)Perturbation of the Loop Measure (Yves Le Jan and Jay Rosen)Regular Subspaces of Dirichlet Forms (Liping Li and Jiangang Ying)Quasi-Regular Semi-Dirichlet Forms and Beyond (Zhi-Ming Ma, Wei Sun and Li-Fei Wang)Large Deviation Estimates for Controlled Semi-Martingales (Hideo Nagai)A Comparison Theorem for Backward SPDEs with Jumps (Bernt Øksendal, Agnès Sulem and Tusheng Zhang)On a Construction of a Space-Time Diffusion Process with Boundary Condition (Yoichi Oshima)Lower Bounded Semi-Dirichlet Forms Associated with Lévy Type Operators (René L Schilling and Jian Wang)Ultracontractivity for Non-Symmetric Markovian Semigroups (Ichiro Shigekawa)Metric Measure Spaces with Variable Ricci Bounds and Couplings of Brownian Motions (Karl-Theodor Sturm)Intrinsic Ultracontractivity and Semi-Small Perturbation for Skew Product Diffusion Operators (Matsuyo Tomisaki) Readership: Researchers in probability, stochastic analysis and mathematical physics. Key Features:Research papers by leading expertsHistorical account of M Fukushima's contribution to mathematicsAuthoritative surveys on the state of the art in the fieldKeywords:Probability Theory;Markov Processes;Dirichlet Forms;Potential Theory;Mathematical Physics

Open Quantum Systems III

Open Quantum Systems III PDF

Author: Stéphane Attal

Publisher: Springer

Published: 2006-08-18

Total Pages: 314

ISBN-13: 3540339671

DOWNLOAD EBOOK →

This volume is the third and last of a series devoted to the lecture notes of the Grenoble Summer School on “Open Quantum Systems” which took place at the th th Institut Fourier from June 16 to July 4 2003. The contributions presented in this volumecorrespondtoexpanded versionsofthelecturenotesprovidedbytheauthors to the students of the Summer School. The corresponding lectures were scheduled in the last part of the School devoted to recent developments in the study of Open Quantum Systems. Whereas the rst two volumes were dedicated to a detailed exposition of the mathematical techniques and physical concepts relevant in the study of Open S- tems with noapriori pre-requisites, the contributions presented in this volume request from the reader some familiarity with these aspects. Indeed, the material presented here aims at leading the reader already acquainted with the basics in ? quantum statistical mechanics, spectral theory of linear operators,C -dynamical systems, and quantum stochastic differential equations to the front of the current research done on various aspects of Open Quantum Systems. Nevertheless, pe- gogical efforts have been made by the various authors of these notes so that this volume should be essentially self-contained for a reader with minimal previous - posure to the themes listed above. In any case, the reader in need of complements can always turn to these rst two volumes. The topics covered in these lectures notes start with an introduction to n- equilibrium quantum statistical mechanics.