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Analytical Methods for Markov Semigroups

Author: Luca Lorenzi

Publisher: CRC Press

Published: 2006-07-28

Total Pages: 559

ISBN-13: 1420011588

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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.

Book Synopsis Analytical Methods for Markov Semigroups by : Luca Lorenzi

Download or read book Analytical Methods for Markov Semigroups written by Luca Lorenzi and published by CRC Press. This book was released on 2006-07-28 with total page 559 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Analytic Methods for Markov Semigroups

Author: Marcello Bertoldi

Publisher:

Published: 2002

Total Pages: 143

ISBN-13:

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Book Synopsis Analytic Methods for Markov Semigroups by : Marcello Bertoldi

Download or read book Analytic Methods for Markov Semigroups written by Marcello Bertoldi and published by . This book was released on 2002 with total page 143 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Analytical Methods for Kolmogorov Equations

Author: Luca Lorenzi

Publisher: CRC Press

Published: 2016-10-04

Total Pages: 607

ISBN-13: 1482243342

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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.

Book Synopsis Analytical Methods for Kolmogorov Equations by : Luca Lorenzi

Download or read book Analytical Methods for Kolmogorov Equations written by Luca Lorenzi and published by CRC Press. This book was released on 2016-10-04 with total page 607 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Markov Processes, Semigroups, and Generators

Author: Vassili N. Kolokoltsov

Publisher: Walter de Gruyter

Published: 2011

Total Pages: 449

ISBN-13: 3110250101

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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

Book Synopsis Markov Processes, Semigroups, and Generators by : Vassili N. Kolokoltsov

Download or read book Markov Processes, Semigroups, and Generators written by Vassili N. Kolokoltsov and published by Walter de Gruyter. This book was released on 2011 with total page 449 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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

Author: Luca Lorenzi

Publisher: CRC Press

Published: 2016-10-04

Total Pages: 572

ISBN-13: 1315355620

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Book Synopsis Analytical Methods for Kolmogorov Equations by : Luca Lorenzi

Download or read book Analytical Methods for Kolmogorov Equations written by Luca Lorenzi and published by CRC Press. This book was released on 2016-10-04 with total page 572 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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

Author: Jacek Banasiak

Publisher: Springer

Published: 2014-11-20

Total Pages: 338

ISBN-13: 3319121456

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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.

Book Synopsis Semigroups of Operators -Theory and Applications by : Jacek Banasiak

Download or read book Semigroups of Operators -Theory and Applications written by Jacek Banasiak and published by Springer. This book was released on 2014-11-20 with total page 338 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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

Author: Giuseppe Da Prato

Publisher: Springer

Published: 2004-08-30

Total Pages: 478

ISBN-13: 3540446532

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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.

Book Synopsis Functional Analytic Methods for Evolution Equations by : Giuseppe Da Prato

Download or read book Functional Analytic Methods for Evolution Equations written by Giuseppe Da Prato and published by Springer. This book was released on 2004-08-30 with total page 478 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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

Author: Michael Demuth

Publisher: De Gruyter Akademie Forschung

Published: 1996

Total Pages: 414

ISBN-13:

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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.

Book Synopsis Schrödinger Operators, Markov Semigroups, Wavelet Analysis, Operator Algebras by : Michael Demuth

Download or read book Schrödinger Operators, Markov Semigroups, Wavelet Analysis, Operator Algebras written by Michael Demuth and published by De Gruyter Akademie Forschung. This book was released on 1996 with total page 414 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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

Author: Kazuaki Taira

Publisher: Springer

Published: 2006-11-15

Total Pages: 139

ISBN-13: 3540466355

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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.

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

Download or read book Boundary Value Problems and Markov Processes written by Kazuaki Taira and published by Springer. This book was released on 2006-11-15 with total page 139 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Boundary Value Problems and Markov Processes

Author: Kazuaki Taira

Publisher: Springer Nature

Published: 2020-07-01

Total Pages: 502

ISBN-13: 3030487881

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This 3rd edition provides an insight into the mathematical crossroads formed by functional analysis (the macroscopic approach), partial differential equations (the mesoscopic approach) and probability (the microscopic approach) via the mathematics needed for the hard parts of Markov processes. It brings these three fields of analysis together, providing a comprehensive study of Markov processes from a broad perspective. The material is carefully and effectively explained, resulting in a surprisingly readable account of the subject. The main focus is on a powerful method for future research in elliptic boundary value problems and Markov processes via semigroups, the Boutet de Monvel calculus. A broad spectrum of readers will easily appreciate the stochastic intuition that this edition conveys. In fact, the book will provide a solid foundation for both researchers and graduate students in pure and applied mathematics interested in functional analysis, partial differential equations, Markov processes and the theory of pseudo-differential operators, a modern version of the classical potential theory.

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

Download or read book Boundary Value Problems and Markov Processes written by Kazuaki Taira and published by Springer Nature. This book was released on 2020-07-01 with total page 502 pages. Available in PDF, EPUB and Kindle. Book excerpt: This 3rd edition provides an insight into the mathematical crossroads formed by functional analysis (the macroscopic approach), partial differential equations (the mesoscopic approach) and probability (the microscopic approach) via the mathematics needed for the hard parts of Markov processes. It brings these three fields of analysis together, providing a comprehensive study of Markov processes from a broad perspective. The material is carefully and effectively explained, resulting in a surprisingly readable account of the subject. The main focus is on a powerful method for future research in elliptic boundary value problems and Markov processes via semigroups, the Boutet de Monvel calculus. A broad spectrum of readers will easily appreciate the stochastic intuition that this edition conveys. In fact, the book will provide a solid foundation for both researchers and graduate students in pure and applied mathematics interested in functional analysis, partial differential equations, Markov processes and the theory of pseudo-differential operators, a modern version of the classical potential theory.