Integral Equations with Difference Kernels on Finite Intervals: Second Edition, Revised and Extended - Couverture souple

Livre 91 sur 132: Operator Theory: Advances and Applications

Sakhnovich, Lev A. A.

 
9783319307633: Integral Equations with Difference Kernels on Finite Intervals: Second Edition, Revised and Extended

Synopsis

This book focuses on solving integral equations with difference kernels on finite intervals. The corresponding problem on the semiaxis was previously solved by N. Wiener–E. Hopf and by M.G. Krein. The problem on finite intervals, though significantly more difficult, may be solved using our method of operator identities. This method is also actively employed in inverse spectral problems, operator factorization and nonlinear integral equations. Applications of the obtained results to optimal synthesis, light scattering, diffraction, and hydrodynamics problems are discussed in this book, which also describes how the theory of operators with difference kernels is applied to stable processes and used to solve the famous M. Kac problems on stable processes. In this second edition these results are extensively generalized and include the case of all Levy processes. We present the convolution expression for the well-known Ito formula of the generator operator, a convolution expression thathas proven to be fruitful. Furthermore we have added a new chapter on triangular representation, which is closely connected with previous results and includes a new important class of operators with non-trivial invariant subspaces. Numerous formulations and proofs have now been improved, and the bibliography has been updated to reflect more recent additions to the body of literature.

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Autres éditions populaires du même titre

9783319164885: Integral Equations With Difference Kernels on Finite Intervals

Edition présentée

ISBN 10 :  3319164880 ISBN 13 :  9783319164885
Editeur : Birkhauser Verlag AG, 2015
Couverture rigide