Uniqueness and Non-Uniqueness of Semigroups Generated by Singular Diffusion Operators (Lecture Notes in Mathematics)

by Andreas Eberle (Author)

• New

  Paperback
  1999

  $53.90

  This book addresses both probabilists working on diffusion processes and analysts interested in linear parabolic partial differential equations with singular coefficients. The central question discussed is whether a given diffusion operator, i.e., a second order linear differential operator without zeroth order term, which is a priori defined on test functions over some (finite or infinite dimensional) state space only, uniquely determines a strongly continuous semigroup on a corresponding weighted Lp space. Particular emphasis is placed on phenomena causing non-uniqueness, as well as on the relation between different notions of uniqueness appearing in analytic and probabilistic contexts.