Artículos relacionados a Convolution-like Structures, Differential Operators...

Convolution-like Structures, Differential Operators and Diffusion Processes: 2315 (Lecture Notes in Mathematics) - Tapa blanda

Sousa, Rúben; Guerra, Manuel; Yakubovich, Semyon

 
9783031052958: Convolution-like Structures, Differential Operators and Diffusion Processes: 2315 (Lecture Notes in Mathematics)
Tapa blanda
ISBN 10: 3031052951 ISBN 13: 9783031052958
Editorial: Springer, 2022

Sinopsis

This 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.

"Sinopsis" puede pertenecer a otra edición de este libro.

Acerca del autor


De la contraportada

This 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.

"Sobre este título" puede pertenecer a otra edición de este libro.

Editorial
Springer
Año de publicación
2022
Idioma
Inglés
ISBN 10 
3031052951
ISBN 13 
9783031052958
Encuadernación
Tapa blanda
Número de edición
1
Número de páginas
276
Contacto del fabricante
GPSR Kontakt
ProductSafety@springernature.com

Tiergartenstr. 17
Heidelberg
69121
Alemania