Pseudo Differential Operators and Markov Processes

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Publisher : World Scientific
ISBN 13 : 9781860949746
Total Pages : 528 pages
Book Rating : 4.9/5 (497 download)

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Book Synopsis Pseudo Differential Operators and Markov Processes by : Niels Jacob

Download or read book Pseudo Differential Operators and Markov Processes written by Niels Jacob and published by World Scientific. This book was released on 2001 with total page 528 pages. Available in PDF, EPUB and Kindle. Book excerpt: After recalling essentials of analysis OCo including functional analysis, convexity, distribution theory and interpolation theory OCo this book handles two topics in detail: Fourier analysis, with emphasis on positivity and also on some function spaces and multiplier theorems; and one-parameter operator semigroups with emphasis on Feller semigroups and Lp-sub-Markovian semigroups. In addition, Dirichlet forms are treated. The book is self-contained and offers new material originated by the author and his students. Sample Chapter(s). Introduction: Pseudo Differential Operators and Markov Processes (207 KB). Chapter 1: Introduction (190 KB). Contents: Essentials from Analysis: Calculus Results; Convexity; Some Interpolation Theory; Fourier Analysis and Convolution Semigroups: The PaleyOCoWienerOCoSchwartz Theorem; Bounded Borel Measures and Positive Definite Functions; Convolution Semigroups and Negative Definite Functions; The L(r)vyOCoKhinchin Formula for Continuous Negative Definite Functions; Bernstein Functions and Subordination of Convolution Semigroups; Fourier Multiplier Theorems; One Parameter Semigroups: Strongly Continuous Operator Semigroups; Subordination in the Sense of Bochner for Operator Semigroups; Generators of Feller Semigroups; Dirichlet Forms and Generators of Sub-Markovian Semigroups; and other papers. Readership: Graduate students, researchers and lecturers in analysis & differential equations, stochastics, probability & statistics, and mathematical physics."

Pseudo Differential Operators And Markov Processes, Volume I: Fourier Analysis And Semigroups

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Publisher : World Scientific
ISBN 13 : 178326134X
Total Pages : 517 pages
Book Rating : 4.7/5 (832 download)

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Book Synopsis Pseudo Differential Operators And Markov Processes, Volume I: Fourier Analysis And Semigroups by : Niels Jacob

Download or read book Pseudo Differential Operators And Markov Processes, Volume I: Fourier Analysis And Semigroups written by Niels Jacob and published by World Scientific. This book was released on 2001-11-28 with total page 517 pages. Available in PDF, EPUB and Kindle. Book excerpt: After recalling essentials of analysis — including functional analysis, convexity, distribution theory and interpolation theory — this book handles two topics in detail: Fourier analysis, with emphasis on positivity and also on some function spaces and multiplier theorems; and one-parameter operator semigroups with emphasis on Feller semigroups and Lp-sub-Markovian semigroups. In addition, Dirichlet forms are treated. The book is self-contained and offers new material originated by the author and his students./a

Pseudo Differential Operators & Markov Processes: Markov processes and applications

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Author :
Publisher : Imperial College Press
ISBN 13 : 1860945686
Total Pages : 506 pages
Book Rating : 4.8/5 (69 download)

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Book Synopsis Pseudo Differential Operators & Markov Processes: Markov processes and applications by : Niels Jacob

Download or read book Pseudo Differential Operators & Markov Processes: Markov processes and applications written by Niels Jacob and published by Imperial College Press. This book was released on 2001 with total page 506 pages. Available in PDF, EPUB and Kindle. Book excerpt: This work covers two topics in detail: Fourier analysis, with emphasis on positivity and also on some function spaces and multiplier theorems; and one-parameter operator semigroups with emphasis on Feller semigroups and Lp-sub-Markovian semigroups. In addition, Dirichlet forms are treated.

Pseudo Differential Operators & Markov Processes

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Publisher : Imperial College Press
ISBN 13 : 1860947158
Total Pages : 504 pages
Book Rating : 4.8/5 (69 download)

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Book Synopsis Pseudo Differential Operators & Markov Processes by : Niels Jacob

Download or read book Pseudo Differential Operators & Markov Processes written by Niels Jacob and published by Imperial College Press. This book was released on 2005 with total page 504 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume concentrates on how to construct a Markov process by starting with a suitable pseudo-differential operator. Feller processes, Hunt processes associated with Lp-sub-Markovian semigroups and processes constructed by using the Martingale problem are at the center of the considerations. The potential theory of these processes is further developed and applications are discussed. Due to the non-locality of the generators, the processes are jump processes and their relations to Levy processes are investigated. Special emphasis is given to the symbol of a process, a notion which generalizes that of the characteristic exponent of a Levy process and provides a natural link to pseudo-differential operator theory.

Pseudo-differential Operators and Markov Processes

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Author :
Publisher : De Gruyter Akademie Forschung
ISBN 13 :
Total Pages : 218 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis Pseudo-differential Operators and Markov Processes by : Niels Jacob

Download or read book Pseudo-differential Operators and Markov Processes written by Niels Jacob and published by De Gruyter Akademie Forschung. This book was released on 1996 with total page 218 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Pseudo Differential Operators & Markov Processes: Generators and potential theory

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Publisher :
ISBN 13 : 9781860942938
Total Pages : pages
Book Rating : 4.9/5 (429 download)

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Book Synopsis Pseudo Differential Operators & Markov Processes: Generators and potential theory by : Niels Jacob

Download or read book Pseudo Differential Operators & Markov Processes: Generators and potential theory written by Niels Jacob and published by . This book was released on 2001 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: This work covers two topics in detail: Fourier analysis, with emphasis on positivity and also on some function spaces and multiplier theorems; and one-parameter operator semigroups with emphasis on Feller semigroups and Lp-sub-Markovian semigroups. In addition, Dirichlet forms are treated.

Pseudo Differential Operators and Markov Processes

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Publisher :
ISBN 13 : 1783260246
Total Pages : pages
Book Rating : 4.7/5 (832 download)

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Book Synopsis Pseudo Differential Operators and Markov Processes by :

Download or read book Pseudo Differential Operators and Markov Processes written by and published by . This book was released on with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Pseudo Differential Operators & Markov Processes: Fourier analysis and semigroups

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Author :
Publisher : World Scientific
ISBN 13 : 1860942938
Total Pages : 517 pages
Book Rating : 4.8/5 (69 download)

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Book Synopsis Pseudo Differential Operators & Markov Processes: Fourier analysis and semigroups by : Niels Jacob

Download or read book Pseudo Differential Operators & Markov Processes: Fourier analysis and semigroups written by Niels Jacob and published by World Scientific. This book was released on 2001 with total page 517 pages. Available in PDF, EPUB and Kindle. Book excerpt: This work covers two topics in detail: Fourier analysis, with emphasis on positivity and also on some function spaces and multiplier theorems; and one-parameter operator semigroups with emphasis on Feller semigroups and Lp-sub-Markovian semigroups. In addition, Dirichlet forms are treated.

Pseudo Differential Operators and Markov Processes

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Publisher :
ISBN 13 : 178326120X
Total Pages : pages
Book Rating : 4.7/5 (832 download)

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Book Synopsis Pseudo Differential Operators and Markov Processes by :

Download or read book Pseudo Differential Operators and Markov Processes written by and published by . This book was released on with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Fourier Analysis

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Author :
Publisher : Springer Science & Business Media
ISBN 13 : 3319025503
Total Pages : 416 pages
Book Rating : 4.3/5 (19 download)

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Book Synopsis Fourier Analysis by : Michael Ruzhansky

Download or read book Fourier Analysis written by Michael Ruzhansky and published by Springer Science & Business Media. This book was released on 2014-01-18 with total page 416 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is devoted to the broad field of Fourier analysis and its applications to several areas of mathematics, including problems in the theory of pseudo-differential operators, partial differential equations, and time-frequency analysis. It is based on lectures given at the international conference “Fourier Analysis and Pseudo-Differential Operators,” June 25–30, 2012, at Aalto University, Finland. This collection of 20 refereed articles is based on selected talks and presents the latest advances in the field. The conference was a satellite meeting of the 6th European Congress of Mathematics, which took place in Krakow in July 2012; it was also the 6th meeting in the series “Fourier Analysis and Partial Differential Equations.”

Pseudo-Differential Operators and Related Topics

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Publisher : Springer Science & Business Media
ISBN 13 : 3764375140
Total Pages : 246 pages
Book Rating : 4.7/5 (643 download)

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Book Synopsis Pseudo-Differential Operators and Related Topics by : Paolo Boggiatto

Download or read book Pseudo-Differential Operators and Related Topics written by Paolo Boggiatto and published by Springer Science & Business Media. This book was released on 2006-03-21 with total page 246 pages. Available in PDF, EPUB and Kindle. Book excerpt: Contains articles based on lectures given at the International Conference on Pseudo-differential Operators and Related Topics at Vaxjo University in Sweden from June 22 to June 25, 2005. Sixteen refereed articles cover a spectrum of topics such as partial differential equations, Wigner transforms, mathematical physics, and more.

Markov Processes, Feller Semigroups and Evolution Equations

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Publisher : World Scientific
ISBN 13 : 9814322180
Total Pages : 825 pages
Book Rating : 4.8/5 (143 download)

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Book Synopsis Markov Processes, Feller Semigroups and Evolution Equations by : J. A. van Casteren

Download or read book Markov Processes, Feller Semigroups and Evolution Equations written by J. A. van Casteren and published by World Scientific. This book was released on 2011 with total page 825 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Markov Processes, Feller Semigroups and Evolution Equations

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Publisher :
ISBN 13 : 9814464171
Total Pages : pages
Book Rating : 4.8/5 (144 download)

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Book Synopsis Markov Processes, Feller Semigroups and Evolution Equations by :

Download or read book Markov Processes, Feller Semigroups and Evolution Equations written by and published by . This book was released on with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

High Dimensional Probability

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Publisher : IMS
ISBN 13 : 9780940600676
Total Pages : 288 pages
Book Rating : 4.6/5 (6 download)

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Book Synopsis High Dimensional Probability by : Evarist Giné

Download or read book High Dimensional Probability written by Evarist Giné and published by IMS. This book was released on 2006 with total page 288 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Fractional Differential Equations

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Author :
Publisher : Walter de Gruyter GmbH & Co KG
ISBN 13 : 3110571668
Total Pages : 528 pages
Book Rating : 4.1/5 (15 download)

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Book Synopsis Fractional Differential Equations by : Anatoly Kochubei

Download or read book Fractional Differential Equations written by Anatoly Kochubei and published by Walter de Gruyter GmbH & Co KG. This book was released on 2019-02-19 with total page 528 pages. Available in PDF, EPUB and Kindle. Book excerpt: This multi-volume handbook is the most up-to-date and comprehensive reference work in the field of fractional calculus and its numerous applications. This second volume collects authoritative chapters covering the mathematical theory of fractional calculus, including ordinary and partial differential equations of fractional order, inverse problems, and evolution equations.

Probabilistic Methods in Fluids

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Publisher : World Scientific
ISBN 13 : 9812703985
Total Pages : 383 pages
Book Rating : 4.8/5 (127 download)

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Book Synopsis Probabilistic Methods in Fluids by : Ian Malcolm Davies

Download or read book Probabilistic Methods in Fluids written by Ian Malcolm Davies and published by World Scientific. This book was released on 2003 with total page 383 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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

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Publisher : World Scientific
ISBN 13 : 9814487058
Total Pages : 380 pages
Book Rating : 4.8/5 (144 download)

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Book Synopsis Probabilistic Methods in Fluids by : I M Davies

Download or read book Probabilistic Methods in Fluids written by I M Davies and published by World Scientific. This book was released on 2003-06-13 with total page 380 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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