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OverviewBenedict Baur presents modern functional analytic methods for construction and analysis of Feller processes in general and diffusion processes in particular. Topics covered are: Construction of Lp-strong Feller processes using Dirichlet form methods, regularity for solutions of elliptic boundary value problems, construction of elliptic diffusions with singular drift and reflection, Skorokhod decomposition and applications to Mathematical Physics like finite particle systems with singular interaction. Emphasize is placed on the handling of singular drift coefficients, as well as on the discussion of point wise and path wise properties of the constructed processes rather than just the quasi-everywhere properties commonly known from the general Dirichlet form theory. Full Product DetailsAuthor: Benedict BaurPublisher: Springer Fachmedien Wiesbaden Imprint: Springer Spektrum Edition: 2014 ed. Dimensions: Width: 14.80cm , Height: 1.20cm , Length: 21.00cm Weight: 2.753kg ISBN: 9783658058289ISBN 10: 3658058285 Pages: 198 Publication Date: 08 May 2014 Audience: Professional and scholarly , Professional & Vocational Format: Paperback Publisher's Status: Active Availability: Manufactured on demand We will order this item for you from a manufactured on demand supplier. Table of ContentsIntroduction.- Construction of Lp-Strong Feller Processes.- Elliptic Regularity up to the Boundary.- Construction of Elliptic Diffusions.- Applications.- Construction of the Local Time and Skorokhod Decomposition.- Appendix.Reviews“The author presents modern functional analytic methods for the construction and analysis of Feller processes in general and diffusion processes in particular. … This book is a must-read for people who are interested in (stochastic) differential equations, Dirichlet forms, stochastic processes and their applications.” (J. A. Van Casteren, Mathematical Reviews, November, 2015) The author presents modern functional analytic methods for the construction and analysis of Feller processes in general and diffusion processes in particular. ... This book is a must-read for people who are interested in (stochastic) differential equations, Dirichlet forms, stochastic processes and their applications. (J. A. Van Casteren, Mathematical Reviews, November, 2015) Author InformationBenedict Baur has done his doctor’s degree at the University of Kaiserslautern in topics on Stochastics and Functional Analysis. Tab Content 6Author Website:Countries AvailableAll regions |