Uniqueness and Non-Uniqueness of Semigroups Generated by Singular Diffusion Operators

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This book addresses both probabilists working on diffusion processes and analysts interested in linear parabolic partial differential equations with singular coefficients. The central question discussed is whether a given diffusion operator, i.e., a second order linear differential operator without zeroth order term, which is a priori defined on test functions over some (finite or infinite dimensional) state space only, uniquely determines a strongly continuous semigroup on a corresponding weighted Lp space. Particular emphasis is placed on phenomena causing non-uniqueness, as well as on the relation between different notions of uniqueness appearing in analytic and probabilistic contexts.

Author(s): Andreas Eberle (auth.)
Series: Lecture Notes in Mathematics 1718
Edition: 1
Publisher: Springer-Verlag Berlin Heidelberg
Year: 1999

Language: English
Pages: 268
City: Berlin; New York
Tags: Probability Theory and Stochastic Processes; Partial Differential Equations; Potential Theory

Introduction....Pages 1-8
Motivation and basic definitions: Uniqueness problems in various contexts....Pages 9-40
L p uniqueness in finite dimensions....Pages 41-87
Markov uniqueness....Pages 89-167
Probabilistic aspects of L p and Markov uniqueness....Pages 169-184
First steps in infinite dimensions....Pages 185-253