Degenerate Diffusions, Wei-Ming Ni; L.A. Peletier; J.L. Vazquez

Автор: Wei-Ming Ni; L.A. Peletier; J.L. Vazquez
Название: Degenerate Diffusions
ISBN: 1461269350 ISBN-13(EAN): 9781461269359
Издательство: Springer
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Цена: 93160.00 T
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Описание: This IMA Volume in Mathematics and its Applications DEGENERATE DIFFUSIONS is based on the proceedings of a workshop which was an integral part of the 1990- 91 IMA program on "Phase Transitions and Free Boundaries".

Автор: Maria Colombo
Название: Flows of Non-Smooth Vector Fields and Degenerate Elliptic Equations
ISBN: 887642606X ISBN-13(EAN): 9788876426063
Издательство: Springer
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Цена: 16770.00 T
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Описание: This text represents a sort of customary or ordinal for the English court chapel in 1449, intended to govern the life of the 49 people, including choirboys, who were the staff of this peripatetic establishment. It was based on earlier drafts, and was sent to Alvaro Vaz d`Almada, a knight of the Garter, for the use of Afonso V of Portugal; it includes a copy of the English coronation rites.

Автор: E.W. Stredulinsky
Название: Weighted Inequalities and Degenerate Elliptic Partial Differential Equations
ISBN: 3540133704 ISBN-13(EAN): 9783540133704
Издательство: Springer
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Цена: 23280.00 T
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Автор: Serge Levendorskii
Название: Degenerate Elliptic Equations
ISBN: 079232305X ISBN-13(EAN): 9780792323051
Издательство: Springer
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Цена: 102480.00 T
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Описание: A study of the properties of wide classes of degenerate elliptic operators of arbitrary order and pseudo-differential operators with multiple characteristics. Conditions for operators to be Fredholm in appropriate weighted Sobolev spaces are given, and a priori estimates of solutions are derived.

Автор: Emmanuele DiBenedetto; Prof. Ugo Pietro Gianazza U
Название: Harnack`s Inequality for Degenerate and Singular Parabolic Equations
ISBN: 1489999760 ISBN-13(EAN): 9781489999764
Издательство: Springer
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Цена: 111790.00 T
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Описание:

Degenerate and singular parabolic equations have been the subject of extensive research for the last 25 years. Despite important achievements, the issue of the Harnack inequality for non-negative solutions to these equations, both of p-Laplacian and porous medium type, while raised by several authors, has remained basically open. Recently considerable progress has been made on this issue, to the point that, except for the singular sub-critical range, both for the p-laplacian and the porous medium equations, the theory is reasonably complete.

It seemed therefore timely to trace a comprehensive overview, that would highlight the main issues and also the problems that still remain open. The authors give a comprehensive treatment of the Harnack inequality for non-negative solutions to p-laplace and porous medium type equations, both in the degenerate (p>2 or m>1) and in the singular range (1pmThe book is self-contained. Building on a similar monograph by the first author, the authors of the present book focus entirely on the Harnack estimates and on their applications: indeed a number of known regularity results are given a new proof, based on the Harnack inequality. It is addressed to all professionals active in the field, and also to advanced graduate students, interested in understanding the main issues of this fascinating research field.

Автор: Marco Biroli
Название: Potential Theory and Degenerate Partial Differential Operators
ISBN: 0792335961 ISBN-13(EAN): 9780792335962
Издательство: Springer
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Цена: 119210.00 T
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Описание: This work discusses the blending of potential theory, probability and degenerate partial differential operators. The theory of Dirichlet (Markovian) which forms on an abstract finite or infinite-dimensional space is common to all three disciplines and is investigated here.

Автор: Matteo Bonforte; Gabriele Grillo; Jos? Antonio Car
Название: Nonlocal and Nonlinear Diffusions and Interactions: New Methods and Directions
ISBN: 3319614932 ISBN-13(EAN): 9783319614939
Издательство: Springer
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Цена: 41920.00 T
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Описание: Presenting a selection of topics in the area of nonlocal and nonlinear diffusions, this book places a particular emphasis on new emerging subjects such as nonlocal operators in stationary and evolutionary problems and their applications, swarming models and applications to biology and mathematical physics, and nonlocal variational problems.

Автор: Aur?lien Alfonsi
Название: Affine Diffusions and Related Processes: Simulation, Theory and Applications
ISBN: 3319382543 ISBN-13(EAN): 9783319382548
Издательство: Springer
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Цена: 79190.00 T
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Описание: This book gives an overview of affine diffusions, from Ornstein-Uhlenbeck processes to Wishart processes and it considers some related diffusions such as Wright-Fisher processes. It focuses on different simulation schemes for these processes, especially second-order schemes for the weak error.

Автор: Bernt Oksendal and Agnes Sulem
Название: Applied Stochastic Control of Jump Diffusions
ISBN: 3540698256 ISBN-13(EAN): 9783540698258
Издательство: Springer
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Цена: 65210.00 T
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Описание: The main purpose of the book is to give a rigorous introduction to the most important and useful solution methods of various types of stochastic control problems for jump diffusions and its applications. Both the dynamic programming method and the maximum principle method are discussed, as well as the relation between them. Corresponding verification theorems involving the Hamilton-Jacobi Bellman equation and/or (quasi-)variational inequalities are formulated. The text emphasises applications, mostly to finance. All the main results are illustrated by examples and exercises appear at the end of each chapter with complete solutions. This will help the reader understand the theory and see how to apply it. The book assumes some basic knowledge of stochastic analysis, measure theory and partial differential equations.In the 2nd edition there is a new chapter on optimal control of stochastic partial differential equations driven by LГ©vy processes. There is also a new section on optimal stopping with delayed information. Moreover, corrections and other improvements have been made.

Автор: Alfonsi, Aurelien
Название: Affine diffusions and related processes: simulation, theory and applications
ISBN: 3319052209 ISBN-13(EAN): 9783319052205
Издательство: Springer
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Цена: 79190.00 T
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Описание: This book gives an overview of affine diffusions, from Ornstein-Uhlenbeck processes to Wishart processes and it considers some related diffusions such as Wright-Fisher processes. It focuses on different simulation schemes for these processes, especially second-order schemes for the weak error.