Uniqueness and Non-Uniqueness of Semigroups Generated by Singular Diffusion Operators
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Beschreibung
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.
Autor*in
Andreas Eberle
Themen in »Uniqueness and Non-Uniqueness of Semigroups Generated by Singular Diffusion Operators«
Differential operator differential equation diffusion process essentially self-adjoint generator partial differential equation semigroup uniqueness partial differential equations