Elliptic Boundary Value Problems and Construction of Lp-Strong Feller Processes with Singular Drift and Reflection
Author:   Benedict Baur
Publisher:   Springer Fachmedien Wiesbaden
Edition:   2014 ed.
ISBN:  

9783658058289


Pages:   198
Publication Date:   08 May 2014
Format:   Paperback
Availability:   Manufactured on demand   Availability explained
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Elliptic Boundary Value Problems and Construction of Lp-Strong Feller Processes with Singular Drift and Reflection


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Author:   Benedict Baur
Publisher:   Springer Fachmedien Wiesbaden
Imprint:   Springer Spektrum
Edition:   2014 ed.
Dimensions:   Width: 14.80cm , Height: 1.20cm , Length: 21.00cm
Weight:   2.753kg
ISBN:  

9783658058289


ISBN 10:   3658058285
Pages:   198
Publication Date:   08 May 2014
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Paperback
Publisher's Status:   Active
Availability:   Manufactured on demand   Availability explained
We will order this item for you from a manufactured on demand supplier.

Table of Contents

​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.

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)


“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)


Author Information

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

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