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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语言 英语 ● 格式 PDF ● ISBN 9783540480761 ● 出版者 Springer Berlin Heidelberg ● 发布时间 2007 ● 下载 3 时 ● 货币 EUR ● ID 6376923 ● 复制保护 Adobe DRM
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