Analysis and Geometry of Markov Diffusion Operators

Released on by Dominique Bakry
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  • Analysis and Geometry of Markov Diffusion Operators Book Detail

  • Author : Dominique Bakry
  • Release Date : 2013-11-18
  • Publisher : Springer Science & Business Media
  • Genre : Mathematics
  • Pages : 555
  • ISBN 13 : 3319002279
  • File Size : 77,77 MB
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Analysis and Geometry of Markov Diffusion Operators by Dominique Bakry PDF Summary

Book Description: The present volume is an extensive monograph on the analytic and geometric aspects of Markov diffusion operators. It focuses on the geometric curvature properties of the underlying structure in order to study convergence to equilibrium, spectral bounds, functional inequalities such as Poincaré, Sobolev or logarithmic Sobolev inequalities, and various bounds on solutions of evolution equations. At the same time, it covers a large class of evolution and partial differential equations. The book is intended to serve as an introduction to the subject and to be accessible for beginning and advanced scientists and non-specialists. Simultaneously, it covers a wide range of results and techniques from the early developments in the mid-eighties to the latest achievements. As such, students and researchers interested in the modern aspects of Markov diffusion operators and semigroups and their connections to analytic functional inequalities, probabilistic convergence to equilibrium and geometric curvature will find it especially useful. Selected chapters can also be used for advanced courses on the topic.

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Boundary Value Problems and Markov Processes

Boundary Value Problems and Markov Processes

File Size : 56,56 MB
Total View : 8103 Views
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This is a thorough and accessible exposition on the functional analytic approach to the problem of construction of Markov processes with Ventcel’ boundary con