Uniqueness and Non-Uniqueness of Semigroups Generated by Singular Diffusion Operators

This book addresses both probabilists working on diffusion processes and analysts interested in linear parabolic partial differential equations with singular coefficients. The central question discussed is whether a given diffusion operator, i.e., a second order linear differential operator without...

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Bibliographic Details
Main Author: Eberle, Andreas (Author, http://id.loc.gov/vocabulary/relators/aut)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:English
Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 1999.
Edition:1st ed. 1999.
Series:Lecture Notes in Mathematics, 1718
Subjects:
Online Access:Full Text via HEAL-Link
Description
Summary:This book addresses both probabilists working on diffusion processes and analysts interested in linear parabolic partial differential equations with singular coefficients. The central question discussed is whether a given diffusion operator, i.e., a second order linear differential operator without zeroth order term, which is a priori defined on test functions over some (finite or infinite dimensional) state space only, uniquely determines a strongly continuous semigroup on a corresponding weighted Lp space. Particular emphasis is placed on phenomena causing non-uniqueness, as well as on the relation between different notions of uniqueness appearing in analytic and probabilistic contexts.
Physical Description:VIII, 268 p. online resource.
ISBN:9783540480761
ISSN:0075-8434 ;
DOI:10.1007/BFb0103045