| Dewey Class |
519.2 |
| Titolo |
Convolution-like Structures, Differential Operators and Diffusion Processes ([EBook]) / Rúben Sousa, Manuel Guerra, Semyon Yakubovich |
| Autore |
Sousa, Rúben |
| Added Personal Name |
Guerra, Manuel |
| Yakubovich, Semyon |
| Pubblicazione |
Cham : Springer International Publishing , 2022 |
| Physical Details |
: online resource (xii, 262 p.) |
| Serie |
Lecture Notes in Mathematics ; 2315 |
| ISBN |
9783031052965 |
| Summary Note |
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. (provided by publisher): |
| Mode of acces to digital resource |
Digital reproduction.- Cham : Springer International Publishing, 2022. - Digital book. Cham Springer Nature 2022. - Mode of access: World Wide Web. System requirements: Internet Explorer 6.0 (or higher) or Firefox 2.0 (or higher). Available as searchable text in PDF format |
| System details note |
Online access to this digital book is restricted to subscription institutions through IP address (only for SISSA internal users). |
| Internet Site |
https://doi.org/10.1007/978-3-031-05296-5 |
| Link alle Opere Legate |
Riferimenti soggetto: .
Operator Theory .
Probability Theory .
Special Functions .
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