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

• Κύριος συγγραφέας: Baur, Benedict (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Wiesbaden : Springer Fachmedien Wiesbaden : Imprint: Springer Spektrum, 2014.
• Θέματα: Mathematics.; Mathematical analysis.; Analysis (Mathematics).; Probabilities.; Mathematical physics.; Analysis.; Probability Theory and Stochastic Processes.; Mathematical Physics.

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 Lp-strong Feller processes using Dirichlet form methods, regularity for solutions of elliptic boundary val...

Πίνακας περιεχομένων:

• Introduction
• Construction of Lp-Strong Feller Processes
• Elliptic Regularity up to the Boundary
• Construction of Elliptic Diffusions
• Applications
• Construction of the Local Time and Skorokhod Decomposition
• Appendix.