The Lévy Laplacian
By: M.N. Feller.
Series: Cambridge tracts in mathematics ;; 166
Publisher: Cambridge University Press
Published: 2005
Place of publication: New York
Language: eng
Number of pages: 153
Subjects: Laplacian operator.; Lévy processes.; Harmonic functions.
Description: The Lévy Laplacian is an infinite-dimensional generalization of the well-known classical Laplacian. The theory has become well developed in recent years and this book was the first systematic treatment of the Lévy–Laplace operator. The book describes the infinite-dimensional analogues of finite-dimensional results, and more especially those features which appear only in the generalized context. It develops a theory of operators generated by the Lévy Laplacian and the symmetrized Lévy Laplacian, as well as a theory of linear and nonlinear equations involving it. There are many problems leading to equations with Lévy Laplacians and to Lévy–Laplace operators, for example superconductivity theory, the theory of control systems, the Gauss random field theory, and the Yang–Mills equation. The book is complemented by an exhaustive bibliography. The result is a work that will be valued by those working in functional analysis, partial differential equations and probability theory.
Notes: Includes bibliographical references and index.