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Functional Analytic Techniques for Diffusion Processes

Functional Analytic Techniques for Diffusion Processes

Hardcover

Series: Springer Monographs in Mathematics

General MathematicsProbability & Statistics

ISBN10: 9811910987
ISBN13: 9789811910982
Publisher: Springer Nature
Published: May 30 2022
Pages: 782
Weight: 2.85
Height: 1.69 Width: 6.14 Depth: 9.21
Language: English
1. Introduction and Summary.- Part I Foundations of Modern Analysis.- 2. Sets, Topology and Measures.- 3. A Short Course in Probability Theory.- 4. Manifolds, Tensors and Densities.- 5. A Short Course in Functional Analysis.- 6. A Short Course in Semigroup Theory.- Part II Elements of Partial Differential Equations. 7. Distributions, Operators and Kernels.- 8. L2 Theory of Sobolev Spaces.- 9. L2 Theory of Pseudo-Differential Operators.- Part III Maximum Principles and Elliptic Boundary Value Problems.- 10. Maximum Principles for Degenerate Elliptic Operators.- Part IV L2 Theory of Elliptic Boundary Value Problems.- 11. Elliptic Boundary Value Problems.- Part V Markov Processes, Feller Semigroups and Boundary Value Problems.- 12. Markov Processes, Transition Functions and Feller Semigroups.- 13. L2 Approach to the Construction of Feller Semigroups.- 14. Concluding Remarks.- Part VI Appendix.- A A Brief Introduction to the Potential Theoretic Approach.- References.- Index.

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