Elliptic Boundary Value Problems and Construction of Lp-Strong Feller Processes with Singular Drift and Reflection

Front Cover
Springer Science & Business, Apr 25, 2014 - Mathematics - 198 pages
Benedict Baur presents modern functional analytic methods for construction and analysis of Feller processes in general and diffusion processes in particular. Topics covered are: Construction of Lp-strong Feller processes using Dirichlet form methods, regularity for solutions of elliptic boundary value problems, construction of elliptic diffusions with singular drift and reflection, Skorokhod decomposition and applications to Mathematical Physics like finite particle systems with singular interaction. Emphasize is placed on the handling of singular drift coefficients, as well as on the discussion of point wise and path wise properties of the constructed processes rather than just the quasi-everywhere properties commonly known from the general Dirichlet form theory.
 

What people are saying - Write a review

We haven't found any reviews in the usual places.

Contents

1 Introduction
1
2 Construction of LpStrong Feller Processes
9
3 Elliptic Regularity up to the Boundary
43
4 Construction of Elliptic Diffusions
55
5 Applications
71
6 Construction of the Local Time and Skorokhod Decomposition
82
7 Appendix
129
Bibliography
188
Index
195
Copyright

Other editions - View all

Common terms and phrases

About the author (2014)

Benedict Baur has done his doctor’s degree at the University of Kaiserslautern in topics on Stochastics and Functional Analysis.

Bibliographic information