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Elliptic Boundary Value Problems and Construction of Lp-Strong Feller Processes with Singular Drift and Reflection
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 val...
| Clasificación: | Libro Electrónico |
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| Autor principal: | |
| Autor Corporativo: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Wiesbaden :
Springer Fachmedien Wiesbaden : Imprint: Springer Spektrum,
2014.
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| Edición: | 1st ed. 2014. |
| Temas: | |
| Acceso en línea: | Texto Completo |
Tabla de Contenidos:
- Introduction
- Construction of Lp-Strong Feller Processes
- Elliptic Regularity up to the Boundary
- Construction of Elliptic Diffusions
- Applications
- Construction of the Local Time and Skorokhod Decomposition
- Appendix.