Convolution-like structures, differential operators and diffusion processes (Q2673454)

From authors' preface: ``It is well-known that convolutions, differential operators and diffusion processes are interconnected subjects: the ordinary convolution commutes with the Laplacian, and the law of Brownian motion has a convolution semigroup property with respect to the ordinary convolution. If we seek to generalize this useful connection so as to cover other differential operators and diffusion processes, we are naturally led to the notion of a convolution-like operator, i.e. a bilinear operator with respect to which a given diffusion (other than the Brownian motion) has the convolution semigroup property, and which commutes with the generator of the given diffusion. The study of this and other related concepts in generalized harmonic analysis has, since the 1930s, attracted the attention of many researchers, most notably Delsarte, Levitan, Berezansky, Urbanik, Chebli, Heyer and Trimèche, Zeuner, among others. A few books have been published on the theory of generalized harmonic analysis, but a general, systematic presentation of the problem of constructing convolution-like operators and of its applications to stochastic processes and differential equations is missing. The goal of this book is to try to fill in this gap, while at the same time providing an accessible introduction to recent developments on this topic. The book also intends to draw attention to a wide range of questions which still remain open in this area of research.'' The book contains two introductory chapters (``Introduction'' and ``Preliminaries'') and three main chapters, as follows: Chapter 3, entitled \textit{The Whittaker convolution}, with 8 sections: 3.1 A special case: The Kantorovich-Lebedev convolution; 3.2 The product formula for the Whittaker function; 3.3 Whittaker translation; 3.4 Index Whittaker transforms; 3.5 Whittaker convolution of measures; 3.6 Lévy processes with respect to the Whittaker convolution; 3.7 Whittaker convolution of functions; 3.8 Convolution-type integral equations. Chapter 4, entitled \textit{Generalizad convolutions for Sturm-Liouville operators}, with 7 sections: 4.1 Known results and motivation; 4.2 Laplace-type representation; 4.3 The existence theorem for Sturm-Liouville product formulas; 4.4. Sturm-Liouville transform of measures; 4.5 Sturm-Liouville convolution of measures; 4.6 Sturm-Liouville hypergroups; 4.7 Harmonic analysis of \(L^p\) spaces. Chapter 5, entitled \textit{Convolution-like structures on multidimensional spaces}, with 4 sections: 5.1 Convolutions associated with conservative strong Feller semigroups; 5.2 Nonexistence of convolutions: Diffusion processes on bounded domains; 5.3 Nonexistence of convolutions: One-dimensional diffusions; 5.4 Families of convolutions on Riemannian structures with cone-like metrics. At the end of the book you can find an appendix (entitled \textit{Some open problems}), references and an index. The book is appropriate for advanced graduate students and researchers interested in the topics enlisted above.