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Analytical Methods for Markov Semigroups

Analytical Methods for Markov Semigroups by Luca Lorenzi
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Introduction
MARKOV SEMIGROUPS IN RN
The Elliptic Equation and the Cauchy Problem in Cb(RN): The Uniformly Elliptic Case
One Dimensional Theory
Uniqueness Results, Conservation of Probability and Maximum Principles
Properties of T(t) in Spaces of Continuous Functions
Uniform Estimates for the Derivatives of T(t)f
Pointwise Estimates for the Derivatives of T(t)f
Invariant Measures µ and the Semigroup in LP(RN, µ)
The Ornstein-Uhlenbeck Operator
A Class of Nonanalytic Markov Semigroups in Cb(RN) and in Lp(RN, µ)
MARKOV SEMIGROUPS IN UNBOUNDED OPEN SETS
The Cauchy-Dirichlet Problem
The Cauchy-Neumann Problem: The Convex Case
The Cauchy-Neumann Problem: The Nonconvex Case
A CLASS OF MARKOV SEMIGROUPS IN RN ASSOCIATED WITH DEGENERATE ELLIPTIC OPERATORS
The Cauchy Problem in Cb(RN)
APPENDICES
Basic Notions of Functional Analysis in Banach Spaces
An Overview on Strongly Continuous and Analytic Semigroups
PDE's and Analytic Semigroups
Some Properties of the Distance Function
Function Spaces: Definitions and Main Properties
References
Index
CRC Press; July 2006
559 pages; ISBN 9781420011586
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Title: Analytical Methods for Markov Semigroups
Author: Luca Lorenzi; Marcello Bertoldi
 
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