Pseudo Differential Operators And Markov Processes, Volume I: Fourier Analysis And Semigroups


Book Description

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


Book Description

After recalling essentials of analysis OCo including functional analysis, convexity, distribution theory and interpolation theory OCo 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. Sample Chapter(s). Introduction: Pseudo Differential Operators and Markov Processes (207 KB). Chapter 1: Introduction (190 KB). Contents: Essentials from Analysis: Calculus Results; Convexity; Some Interpolation Theory; Fourier Analysis and Convolution Semigroups: The PaleyOCoWienerOCoSchwartz Theorem; Bounded Borel Measures and Positive Definite Functions; Convolution Semigroups and Negative Definite Functions; The L(r)vyOCoKhinchin Formula for Continuous Negative Definite Functions; Bernstein Functions and Subordination of Convolution Semigroups; Fourier Multiplier Theorems; One Parameter Semigroups: Strongly Continuous Operator Semigroups; Subordination in the Sense of Bochner for Operator Semigroups; Generators of Feller Semigroups; Dirichlet Forms and Generators of Sub-Markovian Semigroups; and other papers. Readership: Graduate students, researchers and lecturers in analysis & differential equations, stochastics, probability & statistics, and mathematical physics."




Pseudo Differential Operators & Markov Processes: Fourier analysis and semigroups


Book Description

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 Iii: Markov Processes And Applications


Book Description

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


Book Description

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 Ii: Generators And Their Potential Theory


Book Description

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.




Semigroups, Boundary Value Problems and Markov Processes


Book Description

A careful and accessible exposition of functional analytic methods in stochastic analysis is provided in this book. It focuses on the interrelationship between three subjects in analysis: Markov processes, semi groups and elliptic boundary value problems. The author studies a general class of elliptic boundary value problems for second-order, Waldenfels integro-differential operators in partial differential equations and proves that this class of elliptic boundary value problems provides a general class of Feller semigroups in functional analysis. As an application, the author constructs a general class of Markov processes in probability in which a Markovian particle moves both by jumps and continuously in the state space until it 'dies' at the time when it reaches the set where the particle is definitely absorbed. Augmenting the 1st edition published in 2004, this edition includes four new chapters and eight re-worked and expanded chapters. It is amply illustrated and all chapters are rounded off with Notes and Comments where bibliographical references are primarily discussed. Thanks to the kind feedback from many readers, some errors in the first edition have been corrected. In order to keep the book up-to-date, new references have been added to the bibliography. Researchers and graduate students interested in PDEs, functional analysis and probability will find this volume useful.




Open Quantum Systems


Book Description

This book presents four survey articles on various aspects of open quantum systems, specifically addressing quantum Markovian processes, Feller semigroups and nonequilibrium dynamics. The contributions are based on lectures given by distinguished experts at a summer school in Göttingen, Germany. Starting from basic notions, the authors of these lecture notes accompany the reader on a journey up to the latest research, highlighting new challenges and addressing unsolved problems at the interface between mathematics and physics. Though the book is primarily addressed to graduate students, it will also be of interest to researchers.




Markov Processes, Feller Semigroups and Evolution Equations


Book Description

The book provides a systemic treatment of time-dependent strong Markov processes with values in a Polish space. It describes its generators and the link with stochastic differential equations in infinite dimensions. In a unifying way, where the square gradient operator is employed, new results for backward stochastic differential equations and long-time behavior are discussed in depth. The book also establishes a link between propagators or evolution families with the Feller property and time-inhomogeneous Markov processes. This mathematical material finds its applications in several branches of the scientific world, among which are mathematical physics, hedging models in financial mathematics, and population models.




High Dimensional Probability


Book Description