Analysis and Geometry of Markov Diffusion Operators, 

Автор: Dominique Bakry; Ivan Gentil; Michel Ledoux
Название: Analysis and Geometry of Markov Diffusion Operators
ISBN: 3319343238 ISBN-13(EAN): 9783319343235
Издательство: Springer
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Описание: This volume focuses on the concrete interplay between the analytic, probabilistic and geometric aspects of Markov diffusion semigroups. It covers a large body of results and techniques, from the early developments in the mid-eighties to current achievements.

Автор: Andreas Eberle
Название: Uniqueness and Non-Uniqueness of Semigroups Generated by Singular Diffusion Operators
ISBN: 3540666281 ISBN-13(EAN): 9783540666288
Издательство: Springer
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Описание: This work addresses both probabilists working on diffusion processes, and analysts interested in linear parabolic partial differential equations with singular coefficients.

Автор: Wang Feng Yu
Название: Analysis for Diffusion Processes on Riemannian Manifolds
ISBN: 9814452645 ISBN-13(EAN): 9789814452649
Издательство: World Scientific Publishing
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Описание: Stochastic analysis on Riemannian manifolds without boundary has been well established. However, the analysis for reflecting diffusion processes and sub-elliptic diffusion processes is far from complete. This book contains recent advances in this direction along with new ideas and efficient arguments, which are crucial for further developments. Many results contained here (for example, the formula of the curvature using derivatives of the semigroup) are new among existing monographs even in the case without boundary.