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Synopsis
This book provides the mathematical foundations for the analysis of a class of degenerate elliptic operators defined on manifolds with corners, which arise in a variety of applications such as population genetics, mathematical finance, and economics. The results discussed in this book prove the uniqueness of the solution to the Martingale problem and therefore the existence of the associated Markov process.
Charles Epstein and Rafe Mazzeo use an "integral kernel method" to develop mathematical foundations for the study of such degenerate elliptic operators and the stochastic processes they define. The precise nature of the degeneracies of the principal symbol for these operators leads to solutions of the parabolic and elliptic problems that display novel regularity properties. Dually, the adjoint operator allows for rather dramatic singularities, such as measures supported on high codimensional strata of the boundary. Epstein and Mazzeo establish the uniqueness, existence, and sharp regularity properties for solutions to the homogeneous and inhomogeneous heat equations, as well as a complete analysis of the resolvent operator acting on Hölder spaces. They show that the semigroups defined by these operators have holomorphic extensions to the right half-plane. Epstein and Mazzeo also demonstrate precise asymptotic results for the long-time behavior of solutions to both the forward and backward Kolmogorov equations.Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.
À propos de l?auteur
Charles L. Epstein is the Thomas A. Scott Professor of Mathematics at the University of Pennsylvania. Rafe Mazzeo is professor of mathematics at Stanford University.
Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.
- ÉditeurPrinceton University Press
- Date d'édition2013
- ISBN 10 0691157154
- ISBN 13 9780691157153
- ReliureBroché
- Langueanglais
- Nombre de pages320
- Coordonnées du fabricantnon disponible
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Degenerate Diffusion Operators Arising in Population Biology (Am-185)
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PRINCETON UNIV PR, 2013
ISBN 10 : 0691157154
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Etat : New. Über den AutorCharles L. Epstein & Rafe MazzeoInhaltsverzeichnisPreface xi 1 Introduction 1 1.1 Generalized Kimura Diffusions 3 1.2 Model Problems 5 1.3 Perturbation Theory 9 1.4 Main Results 10 1. N° de réf. du vendeur 594885150
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Degenerate Diffusion Operators Arising in Population Biology
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ISBN 10 : 0691157154
ISBN 13 : 9780691157153
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Degenerate Diffusion Operators Arising in Population Biology
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ISBN 10 : 0691157154
ISBN 13 : 9780691157153
Ancien ou d'occasion
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Degenerate Diffusion Operators Arising in Population Biology
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ISBN 10 : 0691157154
ISBN 13 : 9780691157153
Neuf
Couverture souple
Vendeur : GreatBookPricesUK, Woodford Green, Royaume-Uni
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Degenerate Diffusion Operators Arising in Population Biology (AM185)
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Degenerate Diffusion Operators Arising in Population Biology (Paperback)
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ISBN 13 : 9780691157153
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Paperback. Etat : new. Paperback. This book provides the mathematical foundations for the analysis of a class of degenerate elliptic operators defined on manifolds with corners, which arise in a variety of applications such as population genetics, mathematical finance, and economics. The results discussed in this book prove the uniqueness of the solution to the Martingale problem and therefore the existence of the associated Markov process. Charles Epstein and Rafe Mazzeo use an "integral kernel method" to develop mathematical foundations for the study of such degenerate elliptic operators and the stochastic processes they define. The precise nature of the degeneracies of the principal symbol for these operators leads to solutions of the parabolic and elliptic problems that display novel regularity properties. Dually, the adjoint operator allows for rather dramatic singularities, such as measures supported on high codimensional strata of the boundary. Epstein and Mazzeo establish the uniqueness, existence, and sharp regularity properties for solutions to the homogeneous and inhomogeneous heat equations, as well as a complete analysis of the resolvent operator acting on Holder spaces.They show that the semigroups defined by these operators have holomorphic extensions to the right half-plane. Epstein and Mazzeo also demonstrate precise asymptotic results for the long-time behavior of solutions to both the forward and backward Kolmogorov equations. This book provides the mathematical foundations for the analysis of a class of degenerate elliptic operators defined on manifolds with corners, which arise in a variety of applications such as population genetics, mathematical finance, and economics. The results discussed in this book prove the uniqueness of the solution to the Martingale problem a Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability. N° de réf. du vendeur 9780691157153
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Degenerate Diffusion Operators Arising in Population Biology (Annals of Mathematics Studies, 185)
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ISBN 13 : 9780691157153
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Degenerate Diffusion Operators Arising in Population Biology (Am-185)
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Princeton University Press Apr 2013, 2013
ISBN 10 : 0691157154
ISBN 13 : 9780691157153
Neuf
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Taschenbuch. Etat : Neu. Neuware - This book provides the mathematical foundations for the analysis of a class of degenerate elliptic operators defined on manifolds with corners, which arise in a variety of applications such as population genetics, mathematical finance, and economics. The results discussed in this book prove the uniqueness of the solution to the Martingale problem and therefore the existence of the associated Markov process. Charles Epstein and Rafe Mazzeo use an 'integral kernel method' to develop mathematical foundations for the study of such degenerate elliptic operators and the stochastic processes they define. The precise nature of the degeneracies of the principal symbol for these operators leads to solutions of the parabolic and elliptic problems that display novel regularity properties. Dually, the adjoint operator allows for rather dramatic singularities, such as measures supported on high codimensional strata of the boundary. Epstein and Mazzeo establish the uniqueness, existence, and sharp regularity properties for solutions to the homogeneous and inhomogeneous heat equations, as well as a complete analysis of the resolvent operator acting on Hölder spaces. They show that the semigroups defined by these operators have holomorphic extensions to the right half-plane. Epstein and Mazzeo also demonstrate precise asymptotic results for the long-time behavior of solutions to both the forward and backward Kolmogorov equations. N° de réf. du vendeur 9780691157153
Quantité disponible : 2 disponible(s)
Image fournie par le vendeur
Degenerate Diffusion Operators Arising in Population Biology
Edité par
Princeton University Press, 2013
ISBN 10 : 0691157154
ISBN 13 : 9780691157153
Neuf
Couverture souple
Vendeur : GreatBookPrices, Columbia, MD, Etats-Unis
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Etat : New. N° de réf. du vendeur 19057529-n
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