ENGLISH

Uniqueness and Non-Uniqueness of Semigroups Generated by Singular Diffusion Operators

By Andreas Eberle (auth.)

Book information

Publisher
Springer-Verlag Berlin Heidelberg
Year
1999
ISBN
3540666281, 9783540666288
DOI
10.1007/BFb0103045
ISSN
0075-8434
Open Library ID
OL12809766M
Language
english
Format
DJVU
Filesize
2 MB (1852719 bytes)
Series
Lecture Notes in Mathematics 1718
Edition
1
Pages
268\268
Library
Kolxo3
DPI
300
Time added
2009-07-20 03:45:11
Probability Theory and Stochastic Processes; Parti

Description

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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