Pseudo Differential Operators & Markov Processes: Markov processes and applications

Pseudo Differential Operators & Markov Processes: Markov processes and applications
Title Pseudo Differential Operators & Markov Processes: Markov processes and applications PDF eBook
Author Niels Jacob
Publisher Imperial College Press
Pages 506
Release 2001
Genre Mathematics
ISBN 1860945686

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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 & Markov Processes

Pseudo Differential Operators & Markov Processes
Title Pseudo Differential Operators & Markov Processes PDF eBook
Author Niels Jacob
Publisher Imperial College Press
Pages 504
Release 2005
Genre Mathematics
ISBN 1860947158

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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 And Markov Processes, Volume Iii: Markov Processes And Applications

Pseudo Differential Operators And Markov Processes, Volume Iii: Markov Processes And Applications
Title Pseudo Differential Operators And Markov Processes, Volume Iii: Markov Processes And Applications PDF eBook
Author Niels Jacob
Publisher World Scientific
Pages 504
Release 2005-06-14
Genre Mathematics
ISBN 1783260246

Download Pseudo Differential Operators And Markov Processes, Volume Iii: Markov Processes And Applications Book in PDF, Epub and Kindle

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: Fourier analysis and semigroups

Pseudo Differential Operators & Markov Processes: Fourier analysis and semigroups
Title Pseudo Differential Operators & Markov Processes: Fourier analysis and semigroups PDF eBook
Author Niels Jacob
Publisher World Scientific
Pages 517
Release 2001
Genre Mathematics
ISBN 1860942938

Download Pseudo Differential Operators & Markov Processes: Fourier analysis and semigroups Book in PDF, Epub and Kindle

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 I: Fourier Analysis And Semigroups

Pseudo Differential Operators And Markov Processes, Volume I: Fourier Analysis And Semigroups
Title Pseudo Differential Operators And Markov Processes, Volume I: Fourier Analysis And Semigroups PDF eBook
Author Niels Jacob
Publisher World Scientific
Pages 517
Release 2001-11-28
Genre Mathematics
ISBN 178326134X

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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

Pseudo-Differential Operators and Markov Processes
Title Pseudo-Differential Operators and Markov Processes PDF eBook
Author Jacob
Publisher
Pages 208
Release 1996-06-01
Genre
ISBN 9783527400980

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

Pseudo Differential Operators And Markov Processes, Volume Ii: Generators And Their Potential Theory
Title Pseudo Differential Operators And Markov Processes, Volume Ii: Generators And Their Potential Theory PDF eBook
Author Niels Jacob
Publisher World Scientific
Pages 477
Release 2002-07-19
Genre Mathematics
ISBN 178326120X

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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.