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 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 & Markov Processes: Markov processes and applications

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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 and Markov processes. Vol. 1: Fourier analysis and semigroups

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Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (17 download)

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Book Synopsis Pseudo differential operators and Markov processes. Vol. 1: Fourier analysis and semigroups by : N. Jacob

Download or read book Pseudo differential operators and Markov processes. Vol. 1: Fourier analysis and semigroups written by N. Jacob and published by . This book was released on 2001 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

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

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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 & Markov Processes: Fourier analysis and semigroups

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Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (2 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 . This book was released on 2001 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, Volume Iii: Markov Processes And Applications

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Publisher : World Scientific
ISBN 13 : 1783260246
Total Pages : 504 pages
Book Rating : 4.7/5 (832 download)

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Book Synopsis Pseudo Differential Operators And Markov Processes, Volume Iii: Markov Processes And Applications by : Niels Jacob

Download or read book Pseudo Differential Operators And Markov Processes, Volume Iii: Markov Processes And Applications written by Niels Jacob and published by World Scientific. This book was released on 2005-06-14 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./a

Pseudo Differential Operators & Markov Processes: Generators and their potential theory

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Publisher :
ISBN 13 : 9781860943249
Total Pages : 476 pages
Book Rating : 4.9/5 (432 download)

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

Download or read book Pseudo Differential Operators & Markov Processes: Generators and their potential theory written by Niels Jacob and published by . This book was released on 2001 with total page 476 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 : 9783527400980
Total Pages : 208 pages
Book Rating : 4.4/5 (9 download)

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

Download or read book Pseudo-Differential Operators and Markov Processes written by Jacob and published by . This book was released on 1996-06-01 with total page 208 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Pseudo Differential Operators And Markov Processes, Volume Ii: Generators And Their Potential Theory

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Publisher : World Scientific
ISBN 13 : 178326120X
Total Pages : 477 pages
Book Rating : 4.7/5 (832 download)

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Book Synopsis Pseudo Differential Operators And Markov Processes, Volume Ii: Generators And Their Potential Theory by : Niels Jacob

Download or read book Pseudo Differential Operators And Markov Processes, Volume Ii: Generators And Their Potential Theory written by Niels Jacob and published by World Scientific. This book was released on 2002-07-19 with total page 477 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this volume two topics are discussed: the construction of Feller and Lp-sub-Markovian semigroups by starting with a pseudo-differential operator, and the potential theory of these semigroups and their generators. The first part of the text essentially discusses the analysis of pseudo-differential operators with negative definite symbols and develops a symbolic calculus; in addition, it deals with special approaches, such as subordination in the sense of Bochner. The second part handles capacities, function spaces associated with continuous negative definite functions, Lp -sub-Markovian semigroups in their associated Bessel potential spaces, Stein's Littlewood-Paley theory, global properties of Lp-sub-Markovian semigroups, and estimates for transition functions.

Fourier Analysis and Semigroups

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Publisher :
ISBN 13 :
Total Pages : 493 pages
Book Rating : 4.:/5 (74 download)

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Book Synopsis Fourier Analysis and Semigroups by : Niels Jacob

Download or read book Fourier Analysis and Semigroups written by Niels Jacob and published by . This book was released on 2001 with total page 493 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Fourier Analysis

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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.”

Semigroups, Boundary Value Problems and Markov Processes

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Publisher : Springer
ISBN 13 : 3662436965
Total Pages : 724 pages
Book Rating : 4.6/5 (624 download)

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Book Synopsis Semigroups, Boundary Value Problems and Markov Processes by : Kazuaki Taira

Download or read book Semigroups, Boundary Value Problems and Markov Processes written by Kazuaki Taira and published by Springer. This book was released on 2014-08-07 with total page 724 pages. Available in PDF, EPUB and Kindle. Book excerpt: A careful and accessible exposition of functional analytic methods in stochastic analysis is provided in this book. It focuses on the interrelationship between three subjects in analysis: Markov processes, semi groups and elliptic boundary value problems. The author studies a general class of elliptic boundary value problems for second-order, Waldenfels integro-differential operators in partial differential equations and proves that this class of elliptic boundary value problems provides a general class of Feller semigroups in functional analysis. As an application, the author constructs a general class of Markov processes in probability in which a Markovian particle moves both by jumps and continuously in the state space until it 'dies' at the time when it reaches the set where the particle is definitely absorbed. Augmenting the 1st edition published in 2004, this edition includes four new chapters and eight re-worked and expanded chapters. It is amply illustrated and all chapters are rounded off with Notes and Comments where bibliographical references are primarily discussed. Thanks to the kind feedback from many readers, some errors in the first edition have been corrected. In order to keep the book up-to-date, new references have been added to the bibliography. Researchers and graduate students interested in PDEs, functional analysis and probability will find this volume useful.

Open Quantum Systems

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Publisher : Springer
ISBN 13 : 3030130460
Total Pages : 267 pages
Book Rating : 4.0/5 (31 download)

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Book Synopsis Open Quantum Systems by : Dorothea Bahns

Download or read book Open Quantum Systems written by Dorothea Bahns and published by Springer. This book was released on 2019-06-28 with total page 267 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents four survey articles on various aspects of open quantum systems, specifically addressing quantum Markovian processes, Feller semigroups and nonequilibrium dynamics. The contributions are based on lectures given by distinguished experts at a summer school in Göttingen, Germany. Starting from basic notions, the authors of these lecture notes accompany the reader on a journey up to the latest research, highlighting new challenges and addressing unsolved problems at the interface between mathematics and physics. Though the book is primarily addressed to graduate students, it will also be of interest to researchers.

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.