Analytical Methods for Markov Semigroups

Analytical Methods for Markov Semigroups

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Description

For the first time in book form, Analytical Methods for Markov Semigroups provides a comprehensive analysis on Markov semigroups both in spaces of bounded and continuous functions as well as in Lp spaces relevant to the invariant measure of the semigroup. Exploring specific techniques and results, the book collects and updates the literature associated with Markov semigroups. Divided into four parts, the book begins with the general properties of the semigroup in spaces of continuous functions: the existence of solutions to the elliptic and to the parabolic equation, uniqueness properties and counterexamples to uniqueness, and the definition and properties of the weak generator. It also examines properties of the Markov process and the connection with the uniqueness of the solutions. In the second part, the authors consider the replacement of RN with an open and unbounded domain of RN. They also discuss homogeneous Dirichlet and Neumann boundary conditions associated with the operator A. The final chapters analyze degenerate elliptic operators A and offer solutions to the problem. Using analytical methods, this book presents past and present results of Markov semigroups, making it suitable for applications in science, engineering, and economics.show more

Product details

  • Hardback | 526 pages
  • 149.9 x 231.1 x 35.6mm | 589.68g
  • Taylor & Francis Inc
  • Chapman & Hall/CRC
  • Boca Raton, FL, United States
  • English
  • 10 black & white illustrations
  • 1584886595
  • 9781584886594

Table of contents

Introduction MARKOV SEMIGROUPS IN RN The Elliptic Equation and the Cauchy Problem in Cb(RN): The Uniformly Elliptic Case One Dimensional Theory Uniqueness Results, Conservation of Probability and Maximum Principles Properties of T(t) in Spaces of Continuous Functions Uniform Estimates for the Derivatives of T(t)f Pointwise Estimates for the Derivatives of T(t)f Invariant Measures and the Semigroup in LP(RN, ) The Ornstein-Uhlenbeck Operator A Class of Nonanalytic Markov Semigroups in Cb(RN) and in Lp(RN, ) MARKOV SEMIGROUPS IN UNBOUNDED OPEN SETS The Cauchy-Dirichlet Problem The Cauchy-Neumann Problem: The Convex Case The Cauchy-Neumann Problem: The Nonconvex Case A CLASS OF MARKOV SEMIGROUPS IN RN ASSOCIATED WITH DEGENERATE ELLIPTIC OPERATORS The Cauchy Problem in Cb(RN) APPENDICES Basic Notions of Functional Analysis in Banach Spaces An Overview on Strongly Continuous and Analytic Semigroups PDE's and Analytic Semigroups Some Properties of the Distance Function Function Spaces: Definitions and Main Properties References Indexshow more