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.Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.
Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.
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Paperback. Etat : new. Paperback. 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. 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. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. N° de réf. du vendeur 9783031052958
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Paperback. Etat : Brand New. 274 pages. 9.25x6.10x0.58 inches. In Stock. This item is printed on demand. N° de réf. du vendeur __3031052951
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Vendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Allemagne
Taschenbuch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -T his 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 processXton 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 ofXthas 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. 276 pp. Englisch. N° de réf. du vendeur 9783031052958
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Etat : New. 1st ed. 2022 edition NO-PA16APR2015-KAP. N° de réf. du vendeur 26396293560
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Vendeur : Revaluation Books, Exeter, Royaume-Uni
Paperback. Etat : Brand New. 274 pages. 9.25x6.10x0.58 inches. In Stock. N° de réf. du vendeur x-3031052951
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