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Convolutionlike Structures Differential Operators And Diffusion Processes Lecture Notes In Mathematics 2315 1st Ed 2022 Rben Sousa

  • SKU: BELL-51793264
Convolutionlike Structures Differential Operators And Diffusion Processes Lecture Notes In Mathematics 2315 1st Ed 2022 Rben Sousa
$ 31.00 $ 45.00 (-31%)

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Convolutionlike Structures Differential Operators And Diffusion Processes Lecture Notes In Mathematics 2315 1st Ed 2022 Rben Sousa instant download after payment.

Publisher: Springer
File Extension: PDF
File size: 5.99 MB
Pages: 274
Author: Rúben Sousa, Manuel Guerra, Semyon Yakubovich
ISBN: 9783031052958, 3031052951
Language: English
Year: 2022
Edition: 1st ed. 2022

Product desciption

Convolutionlike Structures Differential Operators And Diffusion Processes Lecture Notes In Mathematics 2315 1st Ed 2022 Rben Sousa by Rúben Sousa, Manuel Guerra, Semyon Yakubovich 9783031052958, 3031052951 instant download after payment.

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 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.

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