Convolution-like Structures, Differential Operators and Diffusion Processes - Manuel Guerra,Semyon Yakubovich,Rúben Sousa
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Saadetis 12-18 tööpäeva jooksul
30-päevane tagastamisõigus
T¿his book provides an introduction to recent developments in the theory of generalized harmonic analysis and its applications. It is well known that convolutions, differential operators and diffusion processes are interconnected: the ordinary convolution commutes with the Laplacian, and the law of Brownian motion has a convolution semigroup property with respect to the ordinary convolution. Seeking to gene ... Täielik kirjeldus
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Kirjeldus
T¿his book provides an introduction to recent developments in the theory of generalized harmonic analysis and its applications. It is well known that convolutions, differential operators and diffusion processes are interconnected: the ordinary convolution commutes with the Laplacian, and the law of Brownian motion has a convolution semigroup property with respect to the ordinary convolution. Seeking to generalize this useful connection, and also motivated by its probabilistic applications, the book focuses on the following question: given a diffusion process Xt on a metric space E, can we construct a convolution-like operator * on the space of probability measures on E with respect to which the law of Xt has the *-convolution semigroup property? A detailed analysis highlights the connection between the construction of convolution-like structures and disciplines such as stochastic processes, ordinary and partial differential equations, spectral theory, special functions and integral transforms. The book will be valuable for graduate students and researchers interested in the intersections between harmonic analysis, probability theory and differential equations.
Lisateave
| Autor | Manuel Guerra, Semyon Yakubovich, Rúben Sousa |
|---|---|
| Kirjastaja | Springer Nature Switzerland |
| Series | Lecture Notes in Mathematics |
| Väljalaskeaasta | 2022 |
| Kaanetüüp | Pehme kaanega |
| EAN | 9783031052958 |