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Englisch
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Beschreibung
Provides a graduate-level introduction to the theory of semigroups of operators.
Provides a graduate-level introduction to the theory of semigroups of operators.
Über den Autor
David Applebaum is Professor of Mathematics at the University of Sheffield. His specialist research area is stochastic analysis, with particular emphasis on analytic and probabilistic aspects of processes with jumps on Lie groups, symmetric spaces and manifolds.
Inhaltsverzeichnis
Introduction; 1. Semigroups and generators; 2. The generation of semigroups; 3. Convolution semigroups of measures; 4. Self adjoint semigroups and unitary groups; 5. Compact and trace class semigroups; 6. Perturbation theory; 7. Markov and Feller semigroups; 8. Semigroups and dynamics; 9. Varopoulos semigroups; Notes and further reading; Appendices: A. The space C0(Rd); B. The Fourier transform; C. Sobolev spaces; D. Probability measures and Kolmogorov's theorem on construction of stochastic processes; E. Absolute continuity, conditional expectation and martingales; F. Stochastic integration and Itô's formula; G. Measures on locally compact spaces: some brief remarks; References; Index.
Details
Erscheinungsjahr: | 2019 |
---|---|
Fachbereich: | Mechanik & Akustik |
Genre: | Physik |
Rubrik: | Naturwissenschaften & Technik |
Medium: | Taschenbuch |
Inhalt: | Kartoniert / Broschiert |
ISBN-13: | 9781108716376 |
ISBN-10: | 1108716377 |
Sprache: | Englisch |
Einband: | Kartoniert / Broschiert |
Autor: | Applebaum, David |
Hersteller: | Cambridge University Press |
Maße: | 152 x 227 x 14 mm |
Von/Mit: | David Applebaum |
Erscheinungsdatum: | 15.08.2019 |
Gewicht: | 0,358 kg |
Über den Autor
David Applebaum is Professor of Mathematics at the University of Sheffield. His specialist research area is stochastic analysis, with particular emphasis on analytic and probabilistic aspects of processes with jumps on Lie groups, symmetric spaces and manifolds.
Inhaltsverzeichnis
Introduction; 1. Semigroups and generators; 2. The generation of semigroups; 3. Convolution semigroups of measures; 4. Self adjoint semigroups and unitary groups; 5. Compact and trace class semigroups; 6. Perturbation theory; 7. Markov and Feller semigroups; 8. Semigroups and dynamics; 9. Varopoulos semigroups; Notes and further reading; Appendices: A. The space C0(Rd); B. The Fourier transform; C. Sobolev spaces; D. Probability measures and Kolmogorov's theorem on construction of stochastic processes; E. Absolute continuity, conditional expectation and martingales; F. Stochastic integration and Itô's formula; G. Measures on locally compact spaces: some brief remarks; References; Index.
Details
Erscheinungsjahr: | 2019 |
---|---|
Fachbereich: | Mechanik & Akustik |
Genre: | Physik |
Rubrik: | Naturwissenschaften & Technik |
Medium: | Taschenbuch |
Inhalt: | Kartoniert / Broschiert |
ISBN-13: | 9781108716376 |
ISBN-10: | 1108716377 |
Sprache: | Englisch |
Einband: | Kartoniert / Broschiert |
Autor: | Applebaum, David |
Hersteller: | Cambridge University Press |
Maße: | 152 x 227 x 14 mm |
Von/Mit: | David Applebaum |
Erscheinungsdatum: | 15.08.2019 |
Gewicht: | 0,358 kg |
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