Lecture Notes in Mathematics

Eberle, Andreas

This book addresses both probabilists working on diffusion processes and analysts interested in linear parabolic partial differential equations with singular coefficients. The central question discussed is whether a given diffusion operator, i.e., a second order linear differential operator without zeroth order term, which is a priori defined on test functions over some (finite or infinite dimensional) state space only, uniquely determines a strongly continuous semigroup on a corresponding weighted Lp space. Particular emphasis is placed on phenomena causing non-uniqueness, as well as on the relation between different notions of uniqueness appearing in analytic and probabilistic contexts.

Details

Published by: Springer

Publication Date: 1999-11-17

Format: Paperback

ISBN-13: 9783540666288

DOI: 10.1007/BFb0103045

Dimensions: 235cm x155cm

Pages: 268