Analytical methods for Markov semigroups /

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Bibliographic Details
Author / Creator:Lorenzi, Luca.
Imprint:Boca Raton : Chapman & Hall/CRC, c2007.
Description:xxxi, 526 p. : ill. ; 24 cm.
Language:English
Series:Monographs and textbooks in pure and applied mathematics ; 283
Subject:Markov processes.
Semigroups.
Markov processes.
Semigroups.
Format: Print Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/6097152
Hidden Bibliographic Details
Other authors / contributors:Bertoldi, Marcello.
ISBN:1584886595 (acid-free paper)
Notes:Includes bibliographical references (p. 511-522) and index.
Standard no.:9781584886594
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505 0 0 |g 1.  |t Introduction --  |g 2.  |t The elliptic equation and the Cauchy problem in C[subscript b](R[superscript N]) : the uniformly elliptic case --  |g 3.  |t One-dimensional theory --  |g 4.  |t Uniqueness results, conservation of probability and maximum principles --  |g 5.  |t Properties of {T(t)} in spaces of continuous functions --  |g 6.  |t Uniform estimates for the derivatives of T(t)f --  |g 7.  |t Pointwise estimates for the derivatives of T(t)f --  |g 8.  |t Invariant measures [mu] and the semigroup in L[superscript p](R[superscript N],[mu]) --  |g 9.  |t The Ornstein-Uhlenbeck operator --  |g 10.  |t A class of nonanalytic Markov semigroups in C[subscript b](R[superscript N]) and in L[superscript p](R[superscript M], [mu]) --  |g 11.  |t The Cauchy-Dirichlet problem --  |g 12.  |t The Cauchy-Neumann problem : the convex case --  |g 13.  |t The Cauchy-Neumann problem : the nonconvex case --  |g 14.  |t The Cauchy problem in C[subscript b](R[superscript N]) --  |g A.  |t Basic notions of functional analysis in Banach spaces --  |g B.  |t An overview on strongly continuous and analytic semigroups --  |g C.  |t PDE's and analytic semigroups --  |g D.  |t Some properties of the distance function --  |g E.  |t Function spaces : definitions and main properties. 
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