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Elliptic Boundary Value Problems and Construction of Lp-Strong Feller Processes with Singular Drift and Reflection
Benedict Baur
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Description for Elliptic Boundary Value Problems and Construction of Lp-Strong Feller Processes with Singular Drift and Reflection
Paperback. Num Pages: 198 pages, 1 black & white illustrations, biography. BIC Classification: PBK; PBT; PHU. Category: (P) Professional & Vocational. Dimension: 210 x 148 x 12. Weight in Grams: 282.
Benedict Baur presents modern functional analytic methods for construction and analysis of Feller processes in general and diffusion processes in particular. Topics covered are: Construction of Lp-strong Feller processes using Dirichlet form methods, regularity for solutions of elliptic boundary value problems, construction of elliptic diffusions with singular drift and reflection, Skorokhod decomposition and applications to Mathematical Physics like finite particle systems with singular interaction. Emphasize is placed on the handling of singular drift coefficients, as well as on the discussion of point wise and path wise properties of the constructed processes rather than just the quasi-everywhere properties commonly known from ... Read more
Benedict Baur presents modern functional analytic methods for construction and analysis of Feller processes in general and diffusion processes in particular. Topics covered are: Construction of Lp-strong Feller processes using Dirichlet form methods, regularity for solutions of elliptic boundary value problems, construction of elliptic diffusions with singular drift and reflection, Skorokhod decomposition and applications to Mathematical Physics like finite particle systems with singular interaction. Emphasize is placed on the handling of singular drift coefficients, as well as on the discussion of point wise and path wise properties of the constructed processes rather than just the quasi-everywhere properties commonly known from ... Read more
Product Details
Format
Paperback
Publication date
2014
Publisher
Springer Fachmedien Wiesbaden Germany
Number of pages
198
Condition
New
Number of Pages
198
Place of Publication
Weisbaden, Germany
ISBN
9783658058289
SKU
V9783658058289
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
About Benedict Baur
Benedict Baur has done his doctor’s degree at the University of Kaiserslautern in topics on Stochastics and Functional Analysis.
Reviews for Elliptic Boundary Value Problems and Construction of Lp-Strong Feller Processes with Singular Drift and Reflection
“The author presents modern functional analytic methods for the construction and analysis of Feller processes in general and diffusion processes in particular. … This book is a must-read for people who are interested in (stochastic) differential equations, Dirichlet forms, stochastic processes and their applications.” (J. A. Van Casteren, Mathematical Reviews, November, 2015)