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
978-3-540-66628-8, 978-3-540-48076-1
DOI
10.1007/BFb0103045
Language
english
Format
PDF
Filesize
4 MB (4067704 bytes)
Series
Lecture Notes in Mathematics 1718
Edition
1
Pages
268\264
Orientation
yes
Scanned
yes
Time added
2013-08-01 04:00:00
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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