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.
Series:Monographs and textbooks in pure and applied mathematics ; 283
Subject:Markov processes.
Markov processes.
Format: Print Book
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Other authors / contributors:Bertoldi, Marcello.
ISBN:1584886595 (acid-free paper)
Notes:Includes bibliographical references (p. 511-522) and index.
Standard no.:9781584886594
Table of Contents:
  • 1. Introduction
  • 2. The elliptic equation and the Cauchy problem in C[subscript b](R[superscript N]) : the uniformly elliptic case
  • 3. One-dimensional theory
  • 4. Uniqueness results, conservation of probability and maximum principles
  • 5. Properties of {T(t)} in spaces of continuous functions
  • 6. Uniform estimates for the derivatives of T(t)f
  • 7. Pointwise estimates for the derivatives of T(t)f
  • 8. Invariant measures [mu] and the semigroup in L[superscript p](R[superscript N],[mu])
  • 9. The Ornstein-Uhlenbeck operator
  • 10. A class of nonanalytic Markov semigroups in C[subscript b](R[superscript N]) and in L[superscript p](R[superscript M], [mu])
  • 11. The Cauchy-Dirichlet problem
  • 12. The Cauchy-Neumann problem : the convex case
  • 13. The Cauchy-Neumann problem : the nonconvex case
  • 14. The Cauchy problem in C[subscript b](R[superscript N])
  • A. Basic notions of functional analysis in Banach spaces
  • B. An overview on strongly continuous and analytic semigroups
  • C. PDE's and analytic semigroups
  • D. Some properties of the distance function
  • E. Function spaces : definitions and main properties.