Positive Harmonic Functions and Diffusion: Cambridge Studies in Advanced Mathematics, cartea 45
Autor Ross G. Pinskyen Limba Engleză Paperback – 3 feb 2008
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Specificații
ISBN-13: 9780521059831
ISBN-10: 0521059836
Pagini: 492
Dimensiuni: 152 x 228 x 30 mm
Greutate: 0.72 kg
Editura: Cambridge University Press
Colecția Cambridge University Press
Seria Cambridge Studies in Advanced Mathematics
Locul publicării:Cambridge, United Kingdom
ISBN-10: 0521059836
Pagini: 492
Dimensiuni: 152 x 228 x 30 mm
Greutate: 0.72 kg
Editura: Cambridge University Press
Colecția Cambridge University Press
Seria Cambridge Studies in Advanced Mathematics
Locul publicării:Cambridge, United Kingdom
Cuprins
1. Existence and uniqueness for diffusion processes; 2. The basic properties of diffusion processes; 3. The spectral theory of elliptic operators on smooth bounded domains; 4. Generalized spectral theory for operators on arbitrary domains; 5. Applications to the one-dimensional case and the radially symmetric multi-dimensional case; 6. Criteria for transience or recurrence and explosion or non-explosion of diffusion processes; 7. Positive harmonic functions and the Martin boundary: general theory; 8. Positive harmonic functions and the Martin boundary: applications to certain classes of operators; 9. Bounded harmonic functions and applications to Brownian motion and the Laplacian on a manifold of non-positive curvature.
Recenzii
Review of the hardback: 'This book is reasonably self contained, accessible even to a graduate student but maintaining a high level of mathematical rigor.' European Mathematical Society Newsletter
Descriere
A self-contained account of the theory of positive harmonic functions for second order elliptic operators, using an integrated probabilistic and analytic approach.