Elliptic Boundary Value Problems and Construction of Lp-Strong Feller Processes with Singular Drift and Reflection (PDF)

Name: Elliptic Boundary Value Problems and Construction of Lp-Strong Feller Processes with Singular Drift and Reflection
Brand: Gabler, Betriebswirt.-Vlg
SKU: 71951013
Price: 53.49 EUR
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(Sprache: Englisch)

Autor: Benedict Baur

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Elliptic Boundary Value Problems and Construction of Lp-Strong Feller Processes with Singular Drift and Reflection, Benedict Baur

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Produktinformationen zu „Elliptic Boundary Value Problems and Construction of Lp-Strong Feller Processes with Singular Drift and Reflection (PDF)“

Benedict 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 L^p-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 pointwise and pathwise properties of the constructed processes rather than just the quasi-everywhere properties commonly known from the general Dirichlet form theory.

Contents

Construction of L^p-Strong Feller Processes
Elliptic Boundary Value Problems
Skorokhod Decomposition for Reflected Diffusions with Singular Drift
Particle Systems with singular interaction

Target Groups

Graduate and PhD students, researchers of Mathematics in the field (Functional) Analysis, Stochastics, Partial Differential Equations and Mathematical Physics

The Author

Benedict Baur has done his doctor's degree at the University of Kaiserslautern in topics on Stochastics and Functional Analysis.

Autoren-Porträt von Benedict Baur

Benedict Baur has done his doctor's degree at the University of Kaiserslautern in topics on Stochastics and Functional Analysis.

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Bibliographische Angaben

Autor: Benedict Baur
2014, 2014, 198 Seiten, Englisch
Verlag: Gabler, Betriebswirt.-Vlg
ISBN-10: 3658058293
ISBN-13: 9783658058296
Erscheinungsdatum: 25.04.2014

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eBook Informationen

Dateiformat: PDF
Größe: 1.70 MB
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Sprache:

Englisch

Pressezitat

“The author presents modern functional analyticmethods for the construction and analysis of Feller processes in general anddiffusion processes in particular. … This book is a must-read for people whoare interested in (stochastic) differential equations, Dirichlet forms,stochastic processes and their applications.” (J. A. Van Casteren, MathematicalReviews, November, 2015)

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