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Convolution-like Structures, Differential Operators and Diffusion Processes (Lecture Notes in Mathematics, 2315) - Softcover
Synopsis
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."synopsis" may belong to another edition of this title.
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From the Back Cover
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.
"About this title" may belong to another edition of this title.
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Convolution-like Structures, Differential Operators and Diffusion Processes (eng)
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Convolution-like Structures, Differential Operators and Diffusion Processes (Lecture Notes in Mathematics, 2315)
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Convolution-like Structures, Differential Operators and Diffusion Processes
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ISBN 13: 9783031052958
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Taschenbuch. Condition: 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. Seller Inventory # 9783031052958
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Convolution-like Structures, Differentia
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Convolution-like Structures, Differential Operators and Diffusion Processes (Lecture Notes in Mathematics, 2315)
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Convolution-like Structures, Differential Operators and Diffusion Processes (Lecture Notes in Mathematics)
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Convolution-like Structures, Differential Operators and Diffusion Processes (Lecture Notes in Mathematics)
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Convolution-like Structures, Differential Operators and Diffusion Processes
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Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Includes in-depth discussions on the problem of constructing convolution-like operatorsCovers a wide range of open questions in operator theory and diffusion processesProvides a self-contained introduction to modern harmonic analysis, opera. Seller Inventory # 581554015
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