Uniqueness and Non-Uniqueness of Semigroups Generated by Singular Diffusion Operators [electronic resource] / by Andreas Eberle.

By: Eberle, Andreas [author.]Contributor(s): SpringerLink (Online service)Material type: TextTextSeries: Lecture Notes in Mathematics ; 1718Publisher: Berlin, Heidelberg : Springer Berlin Heidelberg, 1999Description: VIII, 268 p. online resourceContent type: text Media type: computer Carrier type: online resourceISBN: 9783540480761Subject(s): Mathematics | Differential equations, partial | Potential theory (Mathematics) | Distribution (Probability theory) | Mathematics | Probability Theory and Stochastic Processes | Partial Differential Equations | Potential TheoryAdditional physical formats: Printed edition:: No titleDDC classification: 519.2 LOC classification: QA273.A1-274.9QA274-274.9Online resources: Click here to access online
Contents:
Motivation and basic definitions: Uniqueness problems in various contexts -- L p uniqueness in finite dimensions -- Markov uniqueness -- Probabilistic aspects of L p and Markov uniqueness -- First steps in infinite dimensions.
In: Springer eBooksSummary: 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.
Item type: E-BOOKS
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Motivation and basic definitions: Uniqueness problems in various contexts -- L p uniqueness in finite dimensions -- Markov uniqueness -- Probabilistic aspects of L p and Markov uniqueness -- First steps in infinite dimensions.

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.

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