DIFFUSIONS, SUPERDIFFUSIONS AND PARTIAL DIFFERENTIAL EQUATIONS

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Ouvrage 9780821831748 : DIFFUSIONS, SUPERDIFFUSIONS AND PARTIAL DIFFERENTIAL EQUATIONS
Contents
Introduction
Branching exit Markov systems
Superprocesses
Semilinear parabolic equations and superdiffusions
Positive harmonic functions
Moderate solutions of $Lu=psi(u)$
Stochastic boundary values of solutions
Rough trace
Fine trace
Martin capacity and classes $mathcal{N}_1$ and $mathcal{N}_0$
Null sets and polar sets
Survey of related results
Basic facts of Markov processes and Martingales
Facts on elliptic differential equations
Epilogue
Bibliography
Subject index
Notation index


Auteur : DYNKIN
Editeur : AMERICAN MATHEMATICAL SOCIETY
Nombre de pages : 425
Date de publication : 04 2002

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