Stochastic Spectral Theory for Selfadjoint Feller Operators

Stochastic Spectral Theory for Selfadjoint Feller Operators
Author :
Publisher : Birkhäuser
Total Pages : 476
Release :
ISBN-10 : 9783034884600
ISBN-13 : 3034884605
Rating : 4/5 (00 Downloads)

Book Synopsis Stochastic Spectral Theory for Selfadjoint Feller Operators by : Michael Demuth

Download or read book Stochastic Spectral Theory for Selfadjoint Feller Operators written by Michael Demuth and published by Birkhäuser. This book was released on 2012-12-06 with total page 476 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this book, a beautiful interplay between probability theory (Markov processes, martingale theory) on the one hand and operator and spectral theory on the other yields a uniform treatment of several kinds of Hamiltonians such as the Laplace operator, relativistic Hamiltonian, Laplace-Beltrami operator, and generators of Ornstein-Uhlenbeck processes. The unified approach provides a new viewpoint of and a deeper insight into the subject.


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