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Semigroups, Boundary Value Problems and Markov Processes, Taira Kazuaki

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Автор: Taira Kazuaki
Название:  Semigroups, Boundary Value Problems and Markov Processes
Издательство: Springer
Дифферунциально и интегральное исчисление и математический анализ
Вероятность и статистика

ISBN: 3540406514
ISBN-13(EAN): 9783540406518
ISBN: 3-540-40651-4
ISBN-13(EAN): 978-3-540-40651-8
Обложка/Формат: Hardcover
Страницы: 337
Вес: 0.66 кг.
Дата издания: 2004
Серия: Springer Monographs in Mathematics
Ссылка на Издательство: Link
Поставляется из: Германии
Описание: The purpose of this book is to provide a careful and accessible account along modern lines of the subject which the title deals, as well as to discuss problems of current interest in the field. More precisely this book is devoted to the functional-analytic approach to a class of degenerate boundary value problems for second-order elliptic integro-differential operators which includes as particular cases the Dirichlet and Robin problems. This class of boundary value problems provides a new example of analytic semigroups. As an application, we construct a strong Markov process corresponding to such a diffusion 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.
Дополнительное описание: Формат: 235x155
Круг читателей: Researchers and graduate students
Ключевые слова: MSC (2000): 60J, 47D, 35J, 35B
Analytic semigroup
Feller semigroup
Elliptic boundary value problem
Markov process
Язык: eng
Оглавление:  PrefaceIntroduction and Main ResultsChapter 1 Theory of SemigroupsSection 1.1 Banach Space Valued FunctionsSection 1.2 Operator Valued FunctionsSection 1.3 Exponential FunctionsSection 1.4 Contraction SemigroupsSection 1.5 Analytic SemigroupsChapter 2 Markov Processes and SemigroupsSection 2.1 Markov ProcessesSection 2.2 Transition Functions and Feller SemigroupsSection 2.3 Generation Theorems for Feller SemigroupsSection 2.4 Borel Kernels and the Maximum PrincipleChapter 3 Theory of DistributionsSection 3.1 NotationSection 3.2 L^p SpacesThis volume will be of great appeal to both advanced students and researchers. For the former, it serves as an effective introduction to three interrelated subjects of analysis: semigroups, Markov processes and elliptic boundary value problems. For the latter, it provides a new method for the analysis of Markov processes, a powerful method clearly capable of extensive further development.

Markov Decision Processes: Discrete Stochastic Dynamic Programming

Автор: Martin L. Puterman
Название: Markov Decision Processes: Discrete Stochastic Dynamic Programming
ISBN: 0471727822 ISBN-13(EAN): 9780471727828
Издательство: Wiley
Цена: 14207 р.
Наличие на складе: Поставка под заказ.

Описание: The Wiley--Interscience Paperback Series consists of selected books that have been made more accessible to consumers in an effort to increase global appeal and general circulation. With these new unabridged softcover volumes, Wiley hopes to extend the lives of these works by making them available to future generations of statisticians, mathematicians, and scientists. "This text is unique in bringing together so many results hitherto found only in part in other texts and papers...The text is fairly self--contained, inclusive of some basic mathematical results needed, and provides a rich diet of examples, applications, and exercises. The bibliographical material at the end of each chapter is excellent, not only from a historical perspective, but because it is valuable for researchers in acquiring a good perspective of the MDP research potential." - Zentralblatt fur Mathematik "...it is of great value to advanced--level students, researchers, and professional practitioners of this field to have now a complete volume (with more than 600 pages) devoted to this topic...Markov Decision Processes: Discrete Stochastic Dynamic Programming represents an up--to--date, unified, and rigorous tre " - Journal of the American Statistical Association

Controlled Markov Processes and Viscosity Solutions

Автор: Fleming Wendell H., Soner H.M.
Название: Controlled Markov Processes and Viscosity Solutions
ISBN: 0387260455 ISBN-13(EAN): 9780387260457
Издательство: Springer
Цена: 13584 р.
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Описание: This book is intended as an introduction to optimal stochastic control for continuous time Markov processes and to the theory of viscosity solutions. The authors approach stochastic control problems by the method of dynamic programming. The text provides an introduction to dynamic programming for deterministic optimal control problems, as well as to the corresponding theory of viscosity solutions. A new Chapter X gives an introduction to the role of stochastic optimal control in portfolio optimization and in pricing derivatives in incomplete markets. Chapter VI of the First Edition has been completely rewritten, to emphasize the relationships between logarithmic transformations and risk sensitivity. A new Chapter XI gives a concise introduction to two-controller, zero-sum differential games. Also covered are controlled Markov diffusions and viscosity solutions of Hamilton-Jacobi-Bellman equations. The authors have tried, through illustrative examples and selective material, to connect stochastic control theory with other mathematical areas (e.g. large deviations theory) and with applications to engineering, physics, management, and finance. In this Second Edition, new material on applications to mathematical finance has been added. Concise introductions to risk-sensitive control theory, nonlinear H-infinity control and differential games are also included.

Functional Inequalities Markov Semigroups And Spectral Theory

Автор: Fengyu Wang
Название: Functional Inequalities Markov Semigroups And Spectral Theory
ISBN: 0080449425 ISBN-13(EAN): 9780080449425
Издательство: Elsevier Science
Цена: 9295 р.
Наличие на складе: Невозможна поставка.

Описание: In this book, the functional inequalities are introduced to describe:
(i) the spectrum of the generator: the essential and discrete spectrums, high order eigenvalues, the principle eigenvalue, and the spectral gap;
(ii) the semigroup properties: the uniform intergrability, the compactness, the convergence rate, and the existence of density;
(iii) the reference measure and the intrinsic metric: the concentration, the isoperimetic inequality, and the transportation cost inequality.

Analytic Semigroups and Semilinear Initial Boundary Value Problems

Автор: Taira
Название: Analytic Semigroups and Semilinear Initial Boundary Value Problems
ISBN: 1316620867 ISBN-13(EAN): 9781316620861
Издательство: Cambridge Academ
Цена: 7131 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: A careful and accessible exposition of a functional analytic approach to initial boundary value problems for semilinear parabolic differential equations, with a focus on the relationship between analytic semigroups and initial boundary value problems. This semigroup approach is distinguished by the extensive use of the ideas and techniques characteristic of the recent developments in the theory of pseudo-differential operators, one of the most influential works in the modern history of analysis. Complete with ample illustrations and additional references, this new edition offers both streamlined analysis and better coverage of important examples and applications. A powerful method for the study of elliptic boundary value problems, capable of further extensive development, is provided for advanced undergraduates or beginning graduate students, as well as mathematicians with an interest in functional analysis and partial differential equations.

A Short Course on Operator Semigroups

Автор: Engel
Название: A Short Course on Operator Semigroups
ISBN: 0387313419 ISBN-13(EAN): 9780387313412
Издательство: Springer
Цена: 8359 р.
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Описание: The book offers a direct and up-to-date introduction to the theory of one-parameter semigroups of linear operators on Banach spaces.  It contains the fundamental results of the theory such as the Hille-Yoshida generation theorem, the bounded perturbation theorem, and the Trotter-Kato approximation theorem, but also treats the spectral theory of semigroups and its consequences for the qualitative behavior.The book is intended for students and researchers who want to become acquainted with the concept of semigroups in order to work with it in fields like partial and functional differential equations, stochastic processes, infinite dimensional control theory, or dynamical systems coming from physics or biology.

Convergence of One-Parameter Operator Semigroups

Автор: Bobrowski
Название: Convergence of One-Parameter Operator Semigroups
ISBN: 1107137438 ISBN-13(EAN): 9781107137431
Издательство: Cambridge Academ
Цена: 11273 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: This book presents a detailed and contemporary account of the classical theory of convergence of semigroups and its more recent development treating the case where the limit semigroup, in contrast to the approximating semigroups, acts merely on a subspace of the original Banach space (this is the case, for example, with singular perturbations). The author demonstrates the far-reaching applications of this theory using real examples from various branches of pure and applied mathematics, with a particular emphasis on mathematical biology. The book may serve as a useful reference, containing a significant number of new results ranging from the analysis of fish populations to signaling pathways in living cells. It comprises many short chapters, which allows readers to pick and choose those topics most relevant to them, and it contains 160 end-of-chapter exercises so that readers can test their understanding of the material as they go along.

Semigroups in Geometrical Function Theory

Автор: Shoikhet D.
Название: Semigroups in Geometrical Function Theory
ISBN: 0792371119 ISBN-13(EAN): 9780792371113
Издательство: Springer
Цена: 10449 р.
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Описание: This manuscript provides an introduction to the generation theory of nonlinear one-parameter semigroups on a domain of the complex plane in the spirit of the Wolff-Denjoy and Hille-Yoshida theories. Special attention is given to evolution equations reproduced by holomorphic vector fields on the unit disk. A dynamic approach to the study of geometrical properties of univalent functions is emphasized. The book comprises six chapters. The preliminary chapter and chapter 1 give expositions to the theory of functions in the complex plane, and the iteration theory of holomorphic mappings according to Wolff and Denjoy, as well as to Julia and Caratheodory. Chapter 2 deals with elementary hyperbolic geometry on the unit disk, and fixed points of those mappings which are nonexpansive with respect to the PoincarГ© metric. Chapters 3 and 4 study local and global characteristics of holomorphic and hyperbolically monotone vector-fields, which yield a global description of asymptotic behavior of generated flows. Various boundary and interior flow invariance conditions for such vector-fields and their parametric representations are presented. Applications to univalent starlike and spirallike functions on the unit disk are given in Chapter 5. The approach described may also be useful for higher dimensions. Audience: The book will be of interest to graduate students and research specialists working in the fields of geometrical function theory, iteration theory, fixed point theory, semigroup theory, theory of composition operators and complex dynamical systems.

Nonlinear semigroups, fixed points, and geometry of domains in banach spaces

Название: Nonlinear semigroups, fixed points, and geometry of domains in banach spaces
ISBN: 1860945759 ISBN-13(EAN): 9781860945755
Издательство: World Scientific Publishing
Цена: 12999 р.
Наличие на складе: Поставка под заказ.

Описание: Nonlinear semigroup theory is not only of intrinsic interest, but is also important in the study of evolution problems. In the last forty years, the generation theory of flows of holomorphic mappings has been of great interest in the theory of Markov stochastic branching processes, the theory of composition operators, control theory, and optimization. It transpires that the asymptotic behavior of solutions to evolution equations is applicable to the study of the geometry of certain domains in complex spaces.

Readers are provided with a systematic overview of many results concerning both nonlinear semigroups in metric and Banach spaces and the fixed point theory of mappings, which are nonexpansive with respect to hyperbolic metrics (in particular, holomorphic self-mappings of domains in Banach spaces). The exposition is organized in a readable and intuitive manner, presenting basic functional and complex analysis as well as very recent developments.

Applied Semi-Markov Processes

Автор: Janssen Jacques, Manca Raimondo
Название: Applied Semi-Markov Processes
ISBN: 038729547X ISBN-13(EAN): 9780387295473
Издательство: Springer
Цена: 11494 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Aims to give to the reader the tools necessary to apply semi-Markov processes in real-life problems.The book is self-contained and, starting from a low level of probability concepts, gradually brings the reader to a deep knowledge of semi-Markov processes.Presents homogeneous and non-homogeneous semi-Markov processes, as well as Markov and semi-Markov rewards processes.The concepts are fundamental for many applications, but they are not as thoroughly presented in other books on the subject as they are here.

Noncommutative Dynamics and E-Semigroups

Автор: Arveson William
Название: Noncommutative Dynamics and E-Semigroups
ISBN: 0387001514 ISBN-13(EAN): 9780387001517
Издательство: Springer
Цена: 15674 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: This book introduces the notion of an E-semigroup, a generalization of the known concept of E_O-semigroup. These objects are families of endomorphisms of a von Neumann algebra satisfying certain natural algebraic and continuity conditions. Its thorough approach is ideal for graduate students and research mathematicians.

Perturbations of Positive Semigroups with Applications

Автор: Banasiak Jacek, Arlotti Luisa
Название: Perturbations of Positive Semigroups with Applications
ISBN: 1852339934 ISBN-13(EAN): 9781852339937
Издательство: Springer
Цена: 9404 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: With emphasis on positive semigroups on Banach lattices and perturbation techniques, this book is an introduction to semigroup theory. It presents a survey of the results and also provides worked examples to help absorb the theoretical material. It then deals with the application of the developed theory to a variety of problems.

Topics in operator semigroups

Автор: Kantorovitz, Shmuel
Название: Topics in operator semigroups
ISBN: 081764931X ISBN-13(EAN): 9780817649319
Издательство: Springer
Цена: 13584 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: This book is based on lecture notes from a second-year graduate course, and is a greatly expanded version of our previous monograph K8]. We expose some aspects of the theory of semigroups of linear operators, mostly (but not only) from the point of view of its meeting with that part of spectral theory which is concerned with the integral representation of families of operators. This approach and selection of topics di?erentiate this book from others in the general area, and re?ect the author s own research directions. There is no attempt therefore to cover thoroughly the theory of semigroups of operators. This theory and its applications are extensively exposed in many books, from theclassicHille Phillipsmonograph HP]tothemostrecenttextbookofEngel and Nagel EN2] (see A], BB], Cl], D3], EN1], EN2], Fat], G], HP], P], Vr], and others), as well as in chapters in more general texts on Functional Analysis and the theory of linear operators (cf. D5], DS I III], Kat1], RS], Y], and many others)."

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