Diffusions, superdiffusions, and partial differential equations / E.B. Dynkin.

Format:

Book

Author/Creator:

Dynkin, E. B. (Evgeniĭ Borisovich), 1924-2014, author.

Series:

Colloquium publications (American Mathematical Society) ; v. 50.

Colloquium Publications, 2473-3946 ; v. 50

Language:

English

Subjects (All):

Diffusion processes.

Differential equations, Elliptic.

Differential equations, Parabolic.

Physical Description:

1 online resource (xi, 236 pages : illustrations)

Place of Publication:

Providence, R.I. : American Mathematical Society, c2002.

System Details:

Mode of access : World Wide Web

Contents:

Chapter 1. Introduction Chapter 2. Linear parabolic equations and diffusions Chapter 3. Branching exit Markov systems Chapter 4. Superprocesses Chapter 5. Semilinear parabolic equations and superdiffusions Chapter 6. Linear elliptic equations and diffusions Chapter 7. Positive harmonic functions Chapter 8. Moderate solutions of $Lu=\psi (u)$ Chapter 9. Stochastic boundary values of solutions Chapter 10. Rough trace Chapter 11. Fine trace Chapter 12. Martin capacity and classes $\mathcal {N}_1$ and $\mathcal {N}_0$ Chapter 13. Null sets and polar sets Chapter 14. Survey of related results Appendix A. Basic facts of Markov processes and Martingales Appendix B. Facts on elliptic differential equations Epilogue

Notes:

Includes bibliographical references (pages 225-231) and indexes.

Electronic reproduction. Providence, Rhode Island : American Mathematical Society. 2012

Description based on print version record.

Other Format:

Print version: Dynkin, E. B. 1924- Diffusions, superdiffusions, and partial differential equations /

ISBN:

9781470431969 (online)

Access Restriction:

Restricted for use by site license.