Search Results for local-operators-and-markov-processes

The classical examples of the axiomatic potential theory of local type and of continuous Markov processes are associated to second order elliptic or hypoelliptic differential operators. On a locally compact space a fairly good ...

Author: L. Stoica

Publisher: Springer

ISBN: 9783540706441

Category: Mathematics

Page: 110

View: 482

DOWNLOAD & READ
2006-11-15 By L. Stoica

Author: L. Stoica

Publisher:

ISBN: 3662190346

Category:

Page: 120

View: 440

DOWNLOAD & READ
2014-01-15 By L. Stoica

Author: Lucretiu Stoica

Publisher:

ISBN: OCLC:770919458

Category:

Page:

View: 134

DOWNLOAD & READ
1980 By Lucretiu Stoica

... local operator 51 , 340 locally convex top . vector space 21 locally finite measure 24 locally integrable function 30 lower semicontinuous function 18 LP - Fourier multiplier 233 Marcinkiewicz interpolation theorem 73 Markov kernel ...

Author: Niels Jacob

Publisher: World Scientific

ISBN: 1860949746

Category: Mathematics

Page: 516

View: 486

DOWNLOAD & READ
After recalling essentials of analysis OCo including functional analysis, convexity, distribution theory and interpolation theory OCo this book handles two topics in detail: Fourier analysis, with emphasis on positivity and also on some function spaces and multiplier theorems; and one-parameter operator semigroups with emphasis on Feller semigroups and Lp-sub-Markovian semigroups. In addition, Dirichlet forms are treated. The book is self-contained and offers new material originated by the author and his students. Sample Chapter(s). Introduction: Pseudo Differential Operators and Markov Processes (207 KB). Chapter 1: Introduction (190 KB). Contents: Essentials from Analysis: Calculus Results; Convexity; Some Interpolation Theory; Fourier Analysis and Convolution Semigroups: The PaleyOCoWienerOCoSchwartz Theorem; Bounded Borel Measures and Positive Definite Functions; Convolution Semigroups and Negative Definite Functions; The L(r)vyOCoKhinchin Formula for Continuous Negative Definite Functions; Bernstein Functions and Subordination of Convolution Semigroups; Fourier Multiplier Theorems; One Parameter Semigroups: Strongly Continuous Operator Semigroups; Subordination in the Sense of Bochner for Operator Semigroups; Generators of Feller Semigroups; Dirichlet Forms and Generators of Sub-Markovian Semigroups; and other papers. Readership: Graduate students, researchers and lecturers in analysis & differential equations, stochastics, probability & statistics, and mathematical physics."
2001 By Niels Jacob

... process xix – type operator 342 Lévy-Khinchin formula - general xx, 138, 148, 152, 221 - real-valued case 151 linear functional 55 linear operator 53 Lipschitz continuous function 19 Lizorkin, see Triebel Lizorkin theorem 241 local ...

Author: Niels Jacob

Publisher: World Scientific

ISBN: 9781860942938

Category: Mathematics

Page: 493

View: 608

DOWNLOAD & READ
This work covers two topics in detail: Fourier analysis, with emphasis on positivity and also on some function spaces and multiplier theorems; and one-parameter operator semigroups with emphasis on Feller semigroups and Lp-sub-Markovian semigroups. In addition, Dirichlet forms are treated.
2001 By Niels Jacob

(166] Ikeda, N., Nagasawa, M., and S. Watanabe, A construction of Markov processes by piecing out. Proc. Japan. Acad. 42 (1962), 370–375. ... |168| Ishikawa, Y., A small ea ample of non-local operators having no transmission property.

Author: Niels Jacob

Publisher: Imperial College Press

ISBN: 9781860947155

Category: Mathematics

Page: 504

View: 551

DOWNLOAD & READ
This volume concentrates on how to construct a Markov process by starting with a suitable pseudo-differential operator. Feller processes, Hunt processes associated with Lp-sub-Markovian semigroups and processes constructed by using the Martingale problem are at the center of the considerations. The potential theory of these processes is further developed and applications are discussed. Due to the non-locality of the generators, the processes are jump processes and their relations to Levy processes are investigated. Special emphasis is given to the symbol of a process, a notion which generalizes that of the characteristic exponent of a Levy process and provides a natural link to pseudo-differential operator theory.
2005 By Niels Jacob

[166] Ikeda, N., Nagasawa, M., and S. Watanabe, A construction of Markov processes by piecing out. Proc. Japan. Acad. 42 (1962), 370-375. ... [168] Ishikawa, Y., A small example of non-local operators having no transmission property.

Author: Niels Jacob

Publisher: Imperial College Press

ISBN: 9781860945687

Category: Mathematics

Page: 474

View: 195

DOWNLOAD & READ
This work covers two topics in detail: Fourier analysis, with emphasis on positivity and also on some function spaces and multiplier theorems; and one-parameter operator semigroups with emphasis on Feller semigroups and Lp-sub-Markovian semigroups. In addition, Dirichlet forms are treated.
2005 By Niels Jacob

It is natural to let 221(G) (G €%) consist of the functions defined on G. The characteristic operator of a continuous Markov process is an example of a linear local operator. We formulate now the general definition of this concept.

Author: Evgenij Borisovic Dynkin

Publisher: Springer Science & Business Media

ISBN: 9783662000311

Category: Mathematics

Page: 366

View: 574

DOWNLOAD & READ
The modem theory of Markov processes has its origins in the studies of A. A. MARKOV (1906-1907) on sequences of experiments "connected in a chain" and in the attempts to describe mathematically the physical phenomenon known as Brownian motion (L. BACHELlER 1900, A. EIN STEIN 1905). The first correct mathematical construction of a Markov process with continuous trajectories was given by N. WIENER in 1923. (This process is often called the Wiener process.) The general theory of Markov processes was developed in the 1930's and 1940's by A. N. KOL MOGOROV, W. FELLER, W. DOEBLlN, P. LEVY, J. L. DOOB, and others. During the past ten years the theory of Markov processes has entered a new period of intensive development. The methods of the theory of semigroups of linear operators made possible further progress in the classification of Markov processes by their infinitesimal characteristics. The broad classes of Markov processes with continuous trajectories be came the main object of study. The connections between Markov pro cesses and classical analysis were further developed. It has become possible not only to apply the results and methods of analysis to the problems of probability theory, but also to investigate analytic problems using probabilistic methods. Remarkable new connections between Markov processes and potential theory were revealed. The foundations of the theory were reviewed critically: the new concept of strong Markov process acquired for the whole theory of Markov processes great importance.
2012-12-06 By Evgenij Borisovic Dynkin

In contrast to defined in item 26, is a generalization of thieoperators of the second kind from item a Markov process, ... Thus, a local operator of the process having a finite interval of constancy of its trajectory and admitting ...

Author: Boris Harlamov

Publisher: John Wiley & Sons

ISBN: 9781118624050

Category: Mathematics

Page: 448

View: 217

DOWNLOAD & READ
This title considers the special of random processes known as semi-Markov processes. These possess the Markov property with respect to any intrinsic Markov time such as the first exit time from an open set or a finite iteration of these times. The class of semi-Markov processes includes strong Markov processes, Lévy and Smith stepped semi-Markov processes, and some other subclasses. Extensive coverage is devoted to non-Markovian semi-Markov processes with continuous trajectories and, in particular, to semi-Markov diffusion processes. Readers looking to enrich their knowledge on Markov processes will find this book a valuable resource.
2013-03-01 By Boris Harlamov

( 4.35 ) Therefore , if g < 0 , the same is true for Wg . This shows that W is a positive operator . We then have || PW9 || 0o < || PW | g ||| 0o < || g || oo , so that ( 4.32 ) holds . We say that a positive linear operator H is ...

Author: Michael B. Marcus

Publisher: Cambridge University Press

ISBN: 0521863007

Category: Mathematics

Page: 620

View: 486

DOWNLOAD & READ
A readable 2006 synthesis of three main areas in the modern theory of stochastic processes.
2006-07-24 By Michael B. Marcus