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Elliptic boundary value problems and construction of Lp-strong feller processes with singular drift and reflection

Benedict Baur presents modern functional analytic methods for construction and analysis of Feller processes in general and diffusion processes in particular. Topics covered are: Construction of Lp-strong Feller processes using Dirichlet form methods, regularity for solutions of elliptic boundary val...

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Detalles Bibliográficos
Autor principal: Baur, Benedict
Lenguaje:eng
Publicado: Springer 2014
Materias:
Acceso en línea:https://dx.doi.org/10.1007/978-3-658-05829-6
http://cds.cern.ch/record/1702386
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author Baur, Benedict
author_facet Baur, Benedict
author_sort Baur, Benedict
collection CERN
description Benedict Baur presents modern functional analytic methods for construction and analysis of Feller processes in general and diffusion processes in particular. Topics covered are: Construction of Lp-strong Feller processes using Dirichlet form methods, regularity for solutions of elliptic boundary value problems, construction of elliptic diffusions with singular drift and reflection, Skorokhod decomposition and applications to Mathematical Physics like finite particle systems with singular interaction. Emphasize is placed on the handling of singular drift coefficients, as well as on the discussion of pointwise and pathwise properties of the constructed processes rather than just the quasi-everywhere properties commonly known from the general Dirichlet form theory. Contents Construction of Lp-Strong Feller Processes Elliptic Boundary Value Problems Skorokhod Decomposition for Reflected Diffusions with Singular Drift Particle Systems with singular interaction Target Groups Graduate and PhD students, researchers of Mathematics in the field (Functional) Analysis, Stochastics, Partial Differential Equations and Mathematical Physics The Author Benedict Baur has done his doctor’s degree at the University of Kaiserslautern in topics on Stochastics and Functional Analysis.  
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spelling cern-17023862021-04-21T21:01:25Zdoi:10.1007/978-3-658-05829-6http://cds.cern.ch/record/1702386engBaur, BenedictElliptic boundary value problems and construction of Lp-strong feller processes with singular drift and reflectionMathematical Physics and MathematicsBenedict Baur presents modern functional analytic methods for construction and analysis of Feller processes in general and diffusion processes in particular. Topics covered are: Construction of Lp-strong Feller processes using Dirichlet form methods, regularity for solutions of elliptic boundary value problems, construction of elliptic diffusions with singular drift and reflection, Skorokhod decomposition and applications to Mathematical Physics like finite particle systems with singular interaction. Emphasize is placed on the handling of singular drift coefficients, as well as on the discussion of pointwise and pathwise properties of the constructed processes rather than just the quasi-everywhere properties commonly known from the general Dirichlet form theory. Contents Construction of Lp-Strong Feller Processes Elliptic Boundary Value Problems Skorokhod Decomposition for Reflected Diffusions with Singular Drift Particle Systems with singular interaction Target Groups Graduate and PhD students, researchers of Mathematics in the field (Functional) Analysis, Stochastics, Partial Differential Equations and Mathematical Physics The Author Benedict Baur has done his doctor’s degree at the University of Kaiserslautern in topics on Stochastics and Functional Analysis.  Springeroai:cds.cern.ch:17023862014
spellingShingle Mathematical Physics and Mathematics
Baur, Benedict
Elliptic boundary value problems and construction of Lp-strong feller processes with singular drift and reflection
title Elliptic boundary value problems and construction of Lp-strong feller processes with singular drift and reflection
title_full Elliptic boundary value problems and construction of Lp-strong feller processes with singular drift and reflection
title_fullStr Elliptic boundary value problems and construction of Lp-strong feller processes with singular drift and reflection
title_full_unstemmed Elliptic boundary value problems and construction of Lp-strong feller processes with singular drift and reflection
title_short Elliptic boundary value problems and construction of Lp-strong feller processes with singular drift and reflection
title_sort elliptic boundary value problems and construction of lp-strong feller processes with singular drift and reflection
topic Mathematical Physics and Mathematics
url https://dx.doi.org/10.1007/978-3-658-05829-6
http://cds.cern.ch/record/1702386
work_keys_str_mv AT baurbenedict ellipticboundaryvalueproblemsandconstructionoflpstrongfellerprocesseswithsingulardriftandreflection