Semigroups, boundary value problems and Markov processes.
boundary value problemdiffusion processDirichlet problemMarkov processRobin problemsemigroupsWaldenfels operator
Research exposition (monographs, survey articles) pertaining to partial differential equations (35-02) Boundary value problems for second-order elliptic equations (35J25) Pseudodifferential operators as generalizations of partial differential operators (35S05) Sobolev spaces and other spaces of ``smooth functions, embedding theorems, trace theorems (46E35) Research exposition (monographs, survey articles) pertaining to operator theory (47-02) Markov semigroups and applications to diffusion processes (47D07) Integro-differential operators (47G20) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Continuous-time Markov processes on general state spaces (60J25) Boundary theory for Markov processes (60J50) Diffusion processes (60J60)
This monograph is an expanded and revised version of a set of lecture notes for graduate courses given by the author at Hiroshima University in 1995--1997 and at the University of Tsukuba in 1998--2000. The notes for a course in functional analysis and partial differential equations given by the author at the University of Tsukuba in 1988--1990 were published in the Springer Lecture Notes in Mathematics series [``Boundary value problems and Markov processes (1991; Zbl 0766.60097)]. The present book may be considered as the first volume of a three-volume series. The other two are: ``Analytic semigroups and semilinear initial boundary value problems, London Mathematical Society Lecture Note Series. 223. Cambridge: Cambridge Univ. Press (1995; Zbl 0861.35001) and ``Brownian motion and index formulas for the de Rham complex, Mathematical Research. 106. Berlin: Wiley-VCH (1998; Zbl 0917.58042). In this book the author proposes the study of three interrelated subjects in analysis: semigroups, elliptic boundary value problems and Markov processes. He develops the functional analytic approach to a class of degenerate boundary value problems for second-order elliptic integro-differential operators, called Waldenfels operators, which includes as particular cases the Dirichlet and Robin problems. It is proved that this class of boundary value problems provides a new example of analytic semigroups both in the \(L_p\) topology and in the topology of uniform convergence. As an application it is constructed a strong Markov process corresponding to such a physical phenomenon that a Markovian particle moves both by jumps and continuously in the state space until it ``dies at the time when it reaches the set where the particle is definitely absorbed. The main technique used is the calculus of pseudo-differential operators which may be considered as a modern theory of potentials. A short description of the contents of the book is as follows: The introductory chapter is devoted to the functional analytic approach to a class of degenerate boundary value problems for second-order elliptic differential operators which includes as particular cases the Dirichlet and Robin problems. It is proved that this class of boundary value problems provides a new example of analytic semigroups both in the \(L_p\) topology and in the topology of uniform convergence. The rest of this book is organized as follows. The first part (Chapters 2--5) provides the elements of semigroups, distributions and pseudo-differential operators which are used throughout the book. The material in these preparatory chapters is given for completeness, to minimize the necessity of consulting too many outside references. This makes the book fairly self-contained. In Chapter 6, by using the \(L_p\) theory of pseudo-differential operators the boundary value problem is studied in the framework of Sobolev spaces of \(L_p\) style. In the early 1950's W. Feller characterized completely the analytic structure of one-dimensional diffusion processes. He gave an intrinsic representation of the infinitesimal generator \(\mathcal U\) of a one-dimensional diffusion process and determined all possible boundary conditions which describe the domain \(D(\mathcal U)\). One-dimensional diffusion processes are completely studied both from analytic and probabilistic viewpoints. The purpose of Chapter 7 is to generalize Feller's results to the multidimensional case. Chapters 8--14 are devoted to the proofs of the main theorems which were stated in Chapter 1. The well chosen material given in an appropriate form and style makes the book very useful for the university students as well as for mathematicians with interests in probability theory, functional analysis and partial differential equations.
- On the existence of Feller semigroups with discontinuous coefficients. II
- Measures under the flat norm as ordered normed vector space
- Boundary value problems for elliptic integro-differential operators
- Multiple solutions of semilinear elliptic problems with degenerate boundary conditions
- Markov processes on the Lipschitz boundary for the Neumann and Robin problems
- An algorithm based on an iterative optimal stopping method for Feller processes with applications to impulse control, perturbation, and possibly zero random discount problems
- Asymptotics of semigroups generated by operator matrices
- Convergence to equilibrium for a bulk-surface Allen-Cahn system coupled through a nonlinear Robin boundary condition
- Long-run analysis of the stochastic replicator dynamics in the presence of random jumps
- Semilinear degenerate elliptic boundary value problems via Morse theory
- Mild solutions to a measure-valued mass evolution problem with flux boundary conditions
- Boundary representation of Dirichlet forms on discrete spaces
- Well-posedness and approximation of a measure-valued mass evolution problem with flux boundary conditions
- On the existence of Feller semigroups with discontinuous coefficients
- Markov semigroups, monoids and groups.
- On Neumann type problems for nonlocal equations set in a half space
- Eigenfunctionals of homogeneous order-preserving maps with applications to sexually reproducing populations
- scientific article; zbMATH DE number 3923815 (Why is no real title available?)
- Analyticity of the Stokes semigroup in spaces of bounded functions
- On the semimartingale nature of Feller processes with killing
- Maximum principles for nonlocal parabolic Waldenfels operators
- On a one-parameter continuous family of pairs of complementary boundary conditions
- Semigroups, boundary value problems and Markov processes
- Elliptic boundary value problems and construction of \(L^p\)-strong Feller processes with singular drift and reflection. With a foreword by Martin Grothaus
- The Poincaré Problem inLp-Sobolev Spaces II: Full Dimension Degeneracy
- Analytical methods for Markov semigroups.
- Lyapunov functions for positive linear evolution problems
- Boundary value problems and Markov processes
- Boundary value problems and Markov processes
- Diffusion with nonlocal boundary conditions
- Semilinear degenerate elliptic boundary value problems at resonance
- The fractional Laplacian with reflections
- Degenerate elliptic boundary value problems with asymptotically linear nonlinearity
- On the existence of a Feller semigroup with atomic measure in a nonlocal boundary condition
- Elliptic problems with nonlocal boundary conditions and Feller semigroups
- Transition path theory for Lévy-type processes: SDE representation and statistics
- Harmonic flows and Markov dynamics on finite groups via pseudo-differential operators
- Boundary value problems and Markov processes. Functional analysis methods for Markov processes
- A note on parabolic equation with nonlinear dynamical boundary condition
- Green and Poisson functions with Wentzell boundary conditions
- Perturbation of transition functions and a Feynman--Kac formula for the incorporation of mortality
- Bounded perturbations of two-dimensional diffusion processes with nonlocal conditions near the boundary
- Degenerate elliptic boundary value problems with asymmetric nonlinearity
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