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Convolution-like Structures, Differential Operators and Diffusion Processes
紀錄類型:
書目-語言資料,印刷品 : Monograph/item
正題名/作者:
Convolution-like Structures, Differential Operators and Diffusion Processes/ by Rúben Sousa, Manuel Guerra, Semyon Yakubovich.
作者:
Sousa, Rúben.
其他作者:
Yakubovich, Semyon.
面頁冊數:
XII, 262 p. 1 illus. in color.online resource. :
Contained By:
Springer Nature eBook
標題:
Integral Transforms and Operational Calculus. -
電子資源:
https://doi.org/10.1007/978-3-031-05296-5
ISBN:
9783031052965
Convolution-like Structures, Differential Operators and Diffusion Processes
Sousa, Rúben.
Convolution-like Structures, Differential Operators and Diffusion Processes
[electronic resource] /by Rúben Sousa, Manuel Guerra, Semyon Yakubovich. - 1st ed. 2022. - XII, 262 p. 1 illus. in color.online resource. - Lecture Notes in Mathematics,23151617-9692 ;. - Lecture Notes in Mathematics,2144.
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.
ISBN: 9783031052965
Standard No.: 10.1007/978-3-031-05296-5doiSubjects--Topical Terms:
1366597
Integral Transforms and Operational Calculus.
LC Class. No.: QA273.A1-274.9
Dewey Class. No.: 519.2
Convolution-like Structures, Differential Operators and Diffusion Processes
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