Pseudo-differential operators and Markov processes

書誌事項

Pseudo-differential operators and Markov processes

Niels Jacob

(Mathematical research = Mathematische Forschung, v. 94)

Akademie Verlag, c1996

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注記

Includes bibliographical references

内容説明・目次

内容説明

This study examines several cases in which pseudo-differential operators extend to to a generator of a Feller semi-group, hence to a generator of a Markov process. It also discusses how to derive properties of these Markov processes from properties of the symbol of the generator.

目次

  • Markov processes and pseudo-dofferential operators - why?
  • Levy processes and continuous negative definite functions
  • pseudo-differential operators and Dirichlet forms
  • constructing Feller semi-groups from pseudo-differential operators
  • the martingale problem for pseudo-differential operators
  • subordination in the sense of Bochner
  • transition functions (existence, estimates)
  • path properties and symbol
  • Balayage theory and the Dirichlet problem for pseudo-differential operators.

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詳細情報

  • NII書誌ID(NCID)
    BA28768458
  • ISBN
    • 3055017315
  • 出版国コード
    gw
  • タイトル言語コード
    eng
  • 本文言語コード
    eng
  • 出版地
    Berlin
  • ページ数/冊数
    207 p.
  • 大きさ
    24 cm
  • 分類
  • 親書誌ID
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