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Convolution-like structures, differential operators and diffusion processes / / Rúben Sousa, Manuel Guerra, Semyon Yakubovich
| Convolution-like structures, differential operators and diffusion processes / / Rúben Sousa, Manuel Guerra, Semyon Yakubovich |
| Autore | Sousa Rúben (Mathematician) |
| Pubbl/distr/stampa | Cham, Switzerland : , : Springer, , [2022] |
| Descrizione fisica | 1 online resource (269 pages) |
| Disciplina | 512.86 |
| Collana | Lecture notes in mathematics |
| Soggetto topico |
Convolutions (Mathematics)
Differential operators Diffusion processes Convolucions (Matemàtica) Operadors diferencials Processos de difusió |
| Soggetto genere / forma | Llibres electrònics |
| ISBN | 3-031-05296-X |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Intro -- Preface -- Contents -- List of Symbols -- 1 Introduction -- 1.1 Motivation and Scope -- 1.2 Organization of the Book -- 2 Preliminaries -- 2.1 Continuous-Time Markov Processes -- 2.2 Sturm-Liouville Theory -- 2.2.1 Solutions of the Sturm-Liouville Equation -- 2.2.2 Eigenfunction Expansions -- 2.2.3 Diffusion Semigroups Generated by Sturm-Liouville Operators -- 2.2.4 Remarkable Particular Cases -- 2.3 Generalized Convolutions and Hypergroups -- 2.4 Harmonic Analysis with Respect to the Kingman Convolution -- 3 The Whittaker Convolution -- 3.1 A Special Case: The Kontorovich-Lebedev Convolution -- 3.2 The Product Formula for the Whittaker Function -- 3.3 Whittaker Translation -- 3.4 Index Whittaker Transforms -- 3.5 Whittaker Convolution of Measures -- 3.5.1 Infinitely Divisible Distributions -- 3.5.2 Lévy-Khintchine Type Representation -- 3.6 Lévy Processes with Respect to the Whittaker Convolution -- 3.6.1 Convolution Semigroups -- 3.6.2 Lévy and Gaussian Processes -- 3.6.3 Some Auxiliary Results on the Whittaker Translation -- 3.6.4 Moment Functions -- 3.6.5 Lévy-Type Characterization of the Shiryaev Process -- 3.7 Whittaker Convolution of Functions -- 3.7.1 Mapping Properties in the Spaces Lp(rα) -- 3.7.2 The Convolution Banach Algebra Lα,ν -- 3.8 Convolution-Type Integral Equations -- 4 Generalized Convolutions for Sturm-Liouville Operators -- 4.1 Known Results and Motivation -- 4.2 Laplace-Type Representation -- 4.3 The Existence Theorem for Sturm-Liouville Product Formulas -- 4.3.1 The Associated Hyperbolic Cauchy Problem -- 4.3.2 The Time-Shifted Product Formula -- 4.3.3 The Product Formula for wλ as the Limit Case -- 4.4 Sturm-Liouville Transform of Measures -- 4.5 Sturm-Liouville Convolution of Measures -- 4.5.1 Infinite Divisibility and Lévy-Khintchine Type Representation -- 4.5.2 Convolution Semigroups.
4.5.3 Additive and Lévy Processes -- 4.6 Sturm-Liouville Hypergroups -- 4.6.1 The Nondegenerate Case -- 4.6.2 The Degenerate Case: Degenerate Hypergroups of Full Support -- 4.7 Harmonic Analysis on Lp Spaces -- 4.7.1 A Family of L1 Spaces -- 4.7.2 Application to Convolution-Type Integral Equations -- 5 Convolution-Like Structures on Multidimensional Spaces -- 5.1 Convolutions Associated with Conservative Strong Feller Semigroups -- 5.2 Nonexistence of Convolutions: Diffusion Processes on Bounded Domains -- 5.2.1 Special Cases and Numerical Examples -- 5.2.2 Some Auxiliary Results -- 5.2.3 Eigenfunction Expansions, Critical Points and Nonexistence Theorems -- 5.3 Nonexistence of Convolutions: One-Dimensional Diffusions -- 5.4 Families of Convolutions on Riemannian Structures with Cone-Like Metrics -- 5.4.1 The Eigenfunction Expansion of the Laplace-Beltrami Operator -- 5.4.2 Product Formulas and Convolutions -- 5.4.3 Infinitely Divisible Measures and Convolution Semigroups -- 5.4.4 Special Cases -- 5.4.5 Product Formulas and Convolutions Associated with Elliptic Operators on Subsets of R2 -- A Some Open Problems -- References -- Index. |
| Record Nr. | UNISA-996483172603316 |
Sousa Rúben (Mathematician)
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| Cham, Switzerland : , : Springer, , [2022] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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Convolution-like structures, differential operators and diffusion processes / / Rúben Sousa, Manuel Guerra, Semyon Yakubovich
| Convolution-like structures, differential operators and diffusion processes / / Rúben Sousa, Manuel Guerra, Semyon Yakubovich |
| Autore | Sousa Rúben (Mathematician) |
| Pubbl/distr/stampa | Cham, Switzerland : , : Springer, , [2022] |
| Descrizione fisica | 1 online resource (269 pages) |
| Disciplina | 512.86 |
| Collana | Lecture notes in mathematics |
| Soggetto topico |
Convolutions (Mathematics)
Differential operators Diffusion processes Convolucions (Matemàtica) Operadors diferencials Processos de difusió |
| Soggetto genere / forma | Llibres electrònics |
| ISBN | 3-031-05296-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Intro -- Preface -- Contents -- List of Symbols -- 1 Introduction -- 1.1 Motivation and Scope -- 1.2 Organization of the Book -- 2 Preliminaries -- 2.1 Continuous-Time Markov Processes -- 2.2 Sturm-Liouville Theory -- 2.2.1 Solutions of the Sturm-Liouville Equation -- 2.2.2 Eigenfunction Expansions -- 2.2.3 Diffusion Semigroups Generated by Sturm-Liouville Operators -- 2.2.4 Remarkable Particular Cases -- 2.3 Generalized Convolutions and Hypergroups -- 2.4 Harmonic Analysis with Respect to the Kingman Convolution -- 3 The Whittaker Convolution -- 3.1 A Special Case: The Kontorovich-Lebedev Convolution -- 3.2 The Product Formula for the Whittaker Function -- 3.3 Whittaker Translation -- 3.4 Index Whittaker Transforms -- 3.5 Whittaker Convolution of Measures -- 3.5.1 Infinitely Divisible Distributions -- 3.5.2 Lévy-Khintchine Type Representation -- 3.6 Lévy Processes with Respect to the Whittaker Convolution -- 3.6.1 Convolution Semigroups -- 3.6.2 Lévy and Gaussian Processes -- 3.6.3 Some Auxiliary Results on the Whittaker Translation -- 3.6.4 Moment Functions -- 3.6.5 Lévy-Type Characterization of the Shiryaev Process -- 3.7 Whittaker Convolution of Functions -- 3.7.1 Mapping Properties in the Spaces Lp(rα) -- 3.7.2 The Convolution Banach Algebra Lα,ν -- 3.8 Convolution-Type Integral Equations -- 4 Generalized Convolutions for Sturm-Liouville Operators -- 4.1 Known Results and Motivation -- 4.2 Laplace-Type Representation -- 4.3 The Existence Theorem for Sturm-Liouville Product Formulas -- 4.3.1 The Associated Hyperbolic Cauchy Problem -- 4.3.2 The Time-Shifted Product Formula -- 4.3.3 The Product Formula for wλ as the Limit Case -- 4.4 Sturm-Liouville Transform of Measures -- 4.5 Sturm-Liouville Convolution of Measures -- 4.5.1 Infinite Divisibility and Lévy-Khintchine Type Representation -- 4.5.2 Convolution Semigroups.
4.5.3 Additive and Lévy Processes -- 4.6 Sturm-Liouville Hypergroups -- 4.6.1 The Nondegenerate Case -- 4.6.2 The Degenerate Case: Degenerate Hypergroups of Full Support -- 4.7 Harmonic Analysis on Lp Spaces -- 4.7.1 A Family of L1 Spaces -- 4.7.2 Application to Convolution-Type Integral Equations -- 5 Convolution-Like Structures on Multidimensional Spaces -- 5.1 Convolutions Associated with Conservative Strong Feller Semigroups -- 5.2 Nonexistence of Convolutions: Diffusion Processes on Bounded Domains -- 5.2.1 Special Cases and Numerical Examples -- 5.2.2 Some Auxiliary Results -- 5.2.3 Eigenfunction Expansions, Critical Points and Nonexistence Theorems -- 5.3 Nonexistence of Convolutions: One-Dimensional Diffusions -- 5.4 Families of Convolutions on Riemannian Structures with Cone-Like Metrics -- 5.4.1 The Eigenfunction Expansion of the Laplace-Beltrami Operator -- 5.4.2 Product Formulas and Convolutions -- 5.4.3 Infinitely Divisible Measures and Convolution Semigroups -- 5.4.4 Special Cases -- 5.4.5 Product Formulas and Convolutions Associated with Elliptic Operators on Subsets of R2 -- A Some Open Problems -- References -- Index. |
| Record Nr. | UNINA-9910585774303321 |
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Sousa Rúben (Mathematician)
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| Cham, Switzerland : , : Springer, , [2022] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Deterministic and stochastic optimal control / Wendell H. Fleming, Raymond W. Rishel
| Deterministic and stochastic optimal control / Wendell H. Fleming, Raymond W. Rishel |
| Autore | Fleming, Wendell Helms |
| Pubbl/distr/stampa | Berlin ; New York : Springer-Verlag, 1975 |
| Descrizione fisica | 222 p. : ill. ; 24 cm |
| Disciplina | 515.64 |
| Altri autori (Persone) | Rishel, Raymond W. |
| Collana | Applications of mathematics, 0172-4568 ; 1 |
| Soggetto topico |
Calculus of variations
Control theory Diffusion processes Markov processes Mathematical optimization |
| ISBN | 0387901558 |
| Classificazione | AMS 49-XX |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISALENTO-991000811939707536 |
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Fleming, Wendell Helms
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| Berlin ; New York : Springer-Verlag, 1975 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
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Diffusion and defects in TiO2 : a compilation / / edited by D. J. Fisher
| Diffusion and defects in TiO2 : a compilation / / edited by D. J. Fisher |
| Pubbl/distr/stampa | [Durnten-Zurich] : , : Trans Tech Publications, , [2013] |
| Descrizione fisica | 1 online resource (101 p.) |
| Altri autori (Persone) | FisherD. J |
| Collana | Defect and Diffusion Forum |
| Soggetto topico |
Titanium dioxide - Defects
Diffusion processes |
| Soggetto genere / forma | Electronic books. |
| ISBN | 3-03826-233-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910464893103321 |
| [Durnten-Zurich] : , : Trans Tech Publications, , [2013] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Diffusion and defects in TiO2 : a compilation / / edited by D. J. Fisher
| Diffusion and defects in TiO2 : a compilation / / edited by D. J. Fisher |
| Pubbl/distr/stampa | [Durnten-Zurich] : , : Trans Tech Publications, , [2013] |
| Descrizione fisica | 1 online resource (101 p.) |
| Altri autori (Persone) | FisherD. J |
| Collana | Defect and Diffusion Forum |
| Soggetto topico |
Titanium dioxide - Defects
Diffusion processes |
| ISBN | 3-03826-233-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910789588803321 |
| [Durnten-Zurich] : , : Trans Tech Publications, , [2013] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Diffusion and defects in TiO2 : a compilation / / edited by D. J. Fisher
| Diffusion and defects in TiO2 : a compilation / / edited by D. J. Fisher |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | [Durnten-Zurich] : , : Trans Tech Publications, , [2013] |
| Descrizione fisica | 1 online resource (101 p.) |
| Altri autori (Persone) | FisherD. J |
| Collana | Defect and Diffusion Forum |
| Soggetto topico |
Titanium dioxide - Defects
Diffusion processes |
| ISBN | 3-03826-233-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Intro -- Diffusion and Defects in TiO2 -- Table of Contents -- Abstracts. |
| Record Nr. | UNINA-9910827965503321 |
| [Durnten-Zurich] : , : Trans Tech Publications, , [2013] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Diffusion processes and related topics in biology / Luigi M. Ricciardi
| Diffusion processes and related topics in biology / Luigi M. Ricciardi |
| Autore | Ricciardi, Luigi M. |
| Pubbl/distr/stampa | Berlin ; New York : Springer-Verlag, 1977 |
| Descrizione fisica | 200 p. : ill. ; 25 cm |
| Disciplina | 574.0182 |
| Collana | Lecture notes in biomathematics, 0341-633X ; 14 |
| Soggetto topico |
Biology and behavioral sciences
Biomathematics Diffusion processes |
| ISBN | 3540081461 |
| Classificazione |
AMS 92-XX
QH323.5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISALENTO-991000825389707536 |
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Ricciardi, Luigi M.
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| Berlin ; New York : Springer-Verlag, 1977 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
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Diffusion processes and their sample paths / K. Ito, H. P. McKean jr
| Diffusion processes and their sample paths / K. Ito, H. P. McKean jr |
| Autore | Ito, Kiyosi |
| Pubbl/distr/stampa | Berlin : Springer-Verlag, 1965 |
| Descrizione fisica | 321 p. : ill. ; 24 cm. |
| Disciplina | 517.233 |
| Altri autori (Persone) | McKean, Henry P. jr. |
| Collana | Grundlehren der mathematischen Wissenschaften = A series of comprehensive studies in mathematics, 0072-7830 ; 125 |
| Soggetto topico |
Brownian motion processes
Diffusion processes |
| ISBN | 3540033025 |
| Classificazione |
AMS 60J
AMS 60J60 AMS 60J65 AMS 60J70 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISALENTO-991000825439707536 |
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Ito, Kiyosi
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| Berlin : Springer-Verlag, 1965 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
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Diffusions and elliptic operators / Richard F. Bass
| Diffusions and elliptic operators / Richard F. Bass |
| Autore | Bass, Richard F. |
| Pubbl/distr/stampa | New York : Springer-Verlag, c1998 |
| Descrizione fisica | xiii, 232 p. ; 24 cm. |
| Disciplina | 519.2 |
| Collana | Probability and its applications |
| Soggetto topico |
Diffusion processes
Elliptic operators Stochastic differential equations-numerical solutions |
| ISBN | 0387983155 |
| Classificazione | AMS 60H |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISALENTO-991000825509707536 |
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Bass, Richard F.
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| New York : Springer-Verlag, c1998 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
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Diffusions, Markov processes, and martingales / L. C. G. Rogers and David Williams
| Diffusions, Markov processes, and martingales / L. C. G. Rogers and David Williams |
| Autore | Rogers, L. C. G. |
| Edizione | [2nd ed.] |
| Descrizione fisica | 2 v. ; 24 cm |
| Disciplina | 519.233 |
| Altri autori (Persone) | Williams, David |
| Collana |
Wiley series in probability and mathematical statistics. Probability and mathematical statistics, 0271-6232
Diffusions, Markov processes, and martingales ; 1 |
| Soggetto topico |
Diffusion processes
Markov processes Martingales with continuous parameter Martingales with discrete parameter |
| ISBN |
0471950610 (v. 1)
0471914827 (v. 2) |
| Classificazione |
AMS 60G42
AMS 60G44 AMS 60J AMS 60J65 LC QA274.7.W54 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Vol. 1: Foundations. - xx, 386 p.
Vol. 2: Ito calculus. - xiii, 475 p. |
| Record Nr. | UNISALENTO-991000908409707536 |
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Rogers, L. C. G.
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| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
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