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MARC 21

Convolution-like Structures, Differential Operators and Diffusion Processes
Tag	Description
020	$a9783031052965
082	$a519.2
099	$aOnline resource: Springer
100	$aSousa, Rúben
245	$aConvolution-like Structures, Differential Operators and Diffusion Processes$h[EBook]$cRúben Sousa, Manuel Guerra, Semyon Yakubovich
260	$aCham$bSpringer International Publishing$c2022
300	$bonline resource (xii, 262 p.)
440	$aLecture notes in mathematics.$v2315
520	$aThis 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)
533	$aDigital reproduction.-$bCham :$cSpringer International Publishing,$d2022. -$nDigital 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
538	$aOnline access to this digital book is restricted to subscription institutions through IP address (only for SISSA internal users).
700	$aGuerra, Manuel
700	$aYakubovich, Semyon
856	$uhttps://doi.org/10.1007/978-3-031-05296-5