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Convolution-like Structures, Differential Operators and Diffusion Processes: 2315 (Lecture Notes in Mathematics) - Tapa blanda
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.
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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.
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Convolution-like Structures, Differential Operators and Diffusion Processes (eng)
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Convolution-like Structures, Differential Operators and Diffusion Processes
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Convolution-like Structures, Differential Operators and Diffusion Processes (Lecture Notes in Mathematics, 2315)
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Convolution-like Structures, Differential Operators and Diffusion Processes
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Convolution-like Structures, Differential Operators and Diffusion Processes
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Springer International Publishing Jul 2022, 2022
ISBN 10: 3031052951
ISBN 13: 9783031052958
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Librería: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Alemania
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Taschenbuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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 processXton 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 ofXthas 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. 276 pp. Englisch. Nº de ref. del artículo: 9783031052958
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Convolution-like Structures, Differentia
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Convolution-like Structures, Differential Operators and Diffusion Processes (Lecture Notes in Mathematics, 2315)
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Convolution-like Structures, Differential Operators and Diffusion Processes
Librería: AHA-BUCH GmbH, Einbeck, Alemania
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Taschenbuch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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 processXton 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 ofXthas 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. Nº de ref. del artículo: 9783031052958
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Convolution-like Structures, Differential Operators and Diffusion Processes (Lecture Notes in Mathematics)
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Condición: New. 1st ed. 2022 edition NO-PA16APR2015-KAP. Nº de ref. del artículo: 26396293560
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Convolution-like Structures, Differential Operators and Diffusion Processes
Publicado por
Springer International Publishing, 2022
ISBN 10: 3031052951
ISBN 13: 9783031052958
Nuevo
Tapa blanda
Librería: moluna, Greven, Alemania
Calificación del vendedor: 5 de 5 estrellas
Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Includes in-depth discussions on the problem of constructing convolution-like operatorsCovers a wide range of open questions in operator theory and diffusion processesProvides a self-contained introduction to modern harmonic analysis, opera. Nº de ref. del artículo: 581554015
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