Pseudo-Differential Operators and Markov Processes
Edition: 1st edition
Publisher: World Scientific Publishing Company; Imperial College Press
Published: February 15, 2002
Language: eng
Format: Hardcover
Number of pages: 440
ISBN-13: 9781860942938
Subjects: Functional analysis; Probability & Statistics - General; Markov processes; Mathematics; Science/Mathematics; Pseudodifferential operators; Differential Equations; Mathematical Analysis; Fourier analysis; Dirichlet forms
First sentence: In this volume we discuss those parts of the theory which are necessary to understand why certain pseudo-differential operators are generators of Feller and sub-Markovian semigroups, and we provide the reader with tools from Fourier analysis and the theory of (one parameter operator) semigroups needed later on to construct semigroups starting with pseudo-differential operators, studying their potential theory and examine the associated stochastic processes.