Elliptic Boundary Value Problems and Construction of Lp-Strong Feller Processes with Singular Drift and Reflection

Authors: Baur, Benedict

  • Publication in the field of mathematical sciences

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About this book

Benedict Baur presents modern functional analytic methods for construction and analysis of Feller processes in general and diffusion processes in particular. Topics covered are: Construction of Lp-strong Feller processes using Dirichlet form methods, regularity for solutions of elliptic boundary value problems, construction of elliptic diffusions with singular drift and reflection, Skorokhod decomposition and applications to Mathematical Physics like finite particle systems with singular interaction. Emphasize is placed on the handling of singular drift coefficients, as well as on the discussion of point wise and path wise properties of the constructed processes rather than just the quasi-everywhere properties commonly known from the general Dirichlet form theory.

About the authors

Benedict Baur has done his doctor’s degree at the University of Kaiserslautern in topics on Stochastics and Functional Analysis.

Reviews

“The author presents modern functional analytic methods for the construction and analysis of Feller processes in general and diffusion processes in particular. … This book is a must-read for people who are interested in (stochastic) differential equations, Dirichlet forms, stochastic processes and their applications.” (J. A. Van Casteren, Mathematical Reviews, November, 2015)


Table of contents (7 chapters)

Buy this book

eBook $69.99
price for USA (gross)
  • ISBN 978-3-658-05829-6
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $89.99
price for USA
  • ISBN 978-3-658-05828-9
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Rent the ebook  
  • Rental duration: 1 or 6 month
  • low-cost access
  • online reader with highlighting and note-making option
  • can be used across all devices
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Bibliographic Information

Bibliographic Information
Book Title
Elliptic Boundary Value Problems and Construction of Lp-Strong Feller Processes with Singular Drift and Reflection
Authors
Copyright
2014
Publisher
Springer Spektrum
Copyright Holder
Springer Fachmedien Wiesbaden
eBook ISBN
978-3-658-05829-6
DOI
10.1007/978-3-658-05829-6
Softcover ISBN
978-3-658-05828-9
Edition Number
1
Number of Pages
X, 198
Number of Illustrations and Tables
1 b/w illustrations
Topics