Analytical methods for Markov semigroups /
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| 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 |
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.
