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Author:   Maria Giovanna Garroni (Universita di Roma, 'Lasapienza', Italy) ,  Jose Luis Menaldi (Wayne State University, Detroit, Michigan, USA)
Publisher:   Taylor & Francis Inc
Imprint:   Chapman & Hall/CRC
Dimensions:   Width: 15.60cm , Height: 1.40cm , Length: 23.40cm
Weight:   0.348kg
ISBN:  

9781584882008

ISBN 10:   158488200
Pages:   240
Publication Date:   20 February 2002
Audience:   College/higher education ,  Professional and scholarly ,  Undergraduate ,  Postgraduate, Research & Scholarly
Format:   Paperback
Publisher's Status:   Out of Print
Availability:   Out of stock  

Table of Contents

PREFACE GLOSSARY OF BASIC NOTATIONS ELLIPTIC EQUATIONS Background Problems Not in Divergence Form Problems in Divergence Form Markov-Feller Processes INTEGRO-DIFFERENTIAL OPERATORS Discussion The Whole Space Bounded Domains Adjoint Operators Unbounded Functions and Commutator Relation with Jump Processes INTEGRO-DIFFERENTIAL EQUATIONS Problems Not in Divergence Form Problems in Divergence Form GREEN FUNCTION ESTIMATES Discussion Basic Properties Green Spaces Dirichlet Boundary Conditions INVARIANT DENSITY MEASURE Discussion Ergodicity Asymptotic Behavior Boundary Singularity STOPPING TIME PROBLEMS Discussion Setting of the Problem Variational Inequality Asymptotic Behavior ERGODIC CONTROL PROBLEMS Stochastic Control Hamilton-Jacobi-Bellman Equation BIBLIOGRAPHY INDEX

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