The theory of semigroups of operators is a topic with great intellectual beauty and wide-ranging applications. This graduate-level introduction presents the essential elements of the theory, introducing the key notions and establishing the central theorems. A mixture of applications are included and further development directions are indicated.
The theory of semigroups of operators is a topic with great intellectual beauty and wide-ranging applications. This graduate-level introduction presents the essential elements of the theory, introducing the key notions and establishing the central theorems. A mixture of applications are included and further development directions are indicated.Hinweis: Dieser Artikel kann nur an eine deutsche Lieferadresse ausgeliefert werden.
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.
Inhaltsangabe
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.
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.
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