Stochastic Spectral Theory for Selfadjoint Feller Operators
Author | : Michael Demuth |
Publisher | : Birkhäuser |
Total Pages | : 476 |
Release | : 2012-12-06 |
ISBN-10 | : 9783034884600 |
ISBN-13 | : 3034884605 |
Rating | : 4/5 (00 Downloads) |
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.