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Second Order Elliptic Integro-Differential Problems (Chapman & Hall/CRC Research Notes in Mathematics Series) - Maria Giovanna Garroni, Jose Luis Menaldi
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Second Order Elliptic Integro-Differential Problems (Chapman & Hall/CRC Research Notes in Mathematics Series) - Taschenbuch

ISBN: 158488200X

[SR: 2585542], Paperback, [EAN: 9781584882008], Chapman and Hall/CRC, Chapman and Hall/CRC, Book, [PU: Chapman and Hall/CRC], Chapman and Hall/CRC, 369724011, Look Inside!, 405736, Special Features, 266239, Books, 125294031, General AAS, 278321, Algebra, 278320, Mathematics, 57, Science & Nature, 1025612, Subjects, 266239, Books, 125295031, General AAS, 278329, Applied Mathematics, 278320, Mathematics, 57, Science & Nature, 1025612, Subjects, 266239, Books, 278340, Differential Equations, 278337, Calculus & Mathematical Analysis, 278320, Mathematics, 57, Science & Nature, 1025612, Subjects, 266239, Books, 125296031, General AAS, 278337, Calculus & Mathematical Analysis, 278320, Mathematics, 57, Science & Nature, 1025612, Subjects, 266239, Books, 125293031, General AAS, 278320, Mathematics, 57, Science & Nature, 1025612, Subjects, 266239, Books, 278419, Mathematical, 278409, Physics, 57, Science & Nature, 1025612, Subjects, 266239, Books, 922942, Maths, 922518, Chaos, 409678, Coding & Cryptology, 922944, Recreational, 125327031, General AAS, 922868, Popular Science, 57, Science & Nature, 1025612, Subjects, 266239, Books, 125228031, General AAS, 57, Science & Nature, 1025612, Subjects, 266239, Books, 564334, Scientific, Technical & Medical, 564336, Agriculture & Farming, 564338, Astronomy & Cosmology, 564340, Biology, 564342, Chemistry, 564344, Earth Sciences, 564346, Engineering, 570820, Environment, 564350, Geology, 564352, Mathematics, 564356, Medicine & Nursing, 564354, Physics, 564348, Research & Development, 564358, Veterinary Science, 125359031, General AAS, 1025612, Subjects, 266239, Books, 400530011, English, 400529011, Language (feature_browse-bin), 365481011, Refinements, 266239, Books, 492564011, Paperback, 492562011, Format (binding_browse-bin), 365481011, Refinements, 266239, Books, 182018031, Regular Size, 182016031, Font Size (format_browse-bin), 365481011, Refinements, 266239, Books

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Second Order Elliptic Integro-Differential Problems - Garroni, M. G. Garroni, Maria Giovanna Menaldi, Jose Luis
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Garroni, M. G. Garroni, Maria Giovanna Menaldi, Jose Luis:

Second Order Elliptic Integro-Differential Problems - Taschenbuch

ISBN: 9781584882008

[ED: Taschenbuch], [PU: CHAPMAN & HALL], The Green function has played a key role in the analytical approach that in recent years has led to important developments in the study of stochastic processes with jumps. In this Research Note, the authors-both regarded as leading experts in the field- collect several useful results derived from the construction of the Green function and its estimates. The first three chapters form the foundation for the rest of the book, presenting key results and background in integro-differential operators, and integro-differential equations. After a summary of the properties relative to the Green function for second-order parabolic integro-differential operators, the authors explore important applications, paying particular attention to integro-differential problems with oblique boundary conditions. They show the existence and uniqueness of the invariant measure by means of the Green function, which then allows a detailed study of ergodic stopping time and control problems.240 pagesVersandfertig in über 4 Wochen

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Second Order Elliptic Integro-Differential Problems - Garroni, Maria Giovanna; Menaldi, Jose Luis
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PREFACE GLOSSARY OF BASIC NOTATIONS ELLIPTIC EQUATIONS Background Problems Not in Divergence Form Problems in Divergence Form Markov-Feller Processes INTEGRO-DIFFERENTIAL OPERATORS Discussion The Whole Space Bounded Domains Adjoint Operators Unbounded Functions and Commutator Relation with Jump Processes INTEGRO-DIFFERENTIAL EQUATIONS Problems Not in Divergence Form Problems in Divergence Form GREEN FUNCTION ESTIMATES Discussion Basic Properties Green Spaces Dirichlet Boundary Conditions INVARIANT DENSITY MEASURE Discussion Ergodicity Asymptotic Behavior Boundary Singularity STOPPING TIME PROBLEMS Discussion Setting of the Problem Variational Inequality Asymptotic Behavior ERGODIC CONTROL PROBLEMS Stochastic Control Hamilton-Jacobi-Bellman Equation BIBLIOGRAPHY INDEX Science Science, CRC Press

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[EAN: 9781584882008], Neubuch, [PU: Chapman and Hall/CRC]

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Second Order Elliptic Integro-Differential Problems
Autor:

Garroni, M. G.; Garroni, Maria Giovanna; Menaldi, Jose Luis

Titel:

Second Order Elliptic Integro-Differential Problems

ISBN-Nummer:

9781584882008

The Green function has played a key role in the analytical approach that in recent years has led to important developments in the study of stochastic processes with jumps. In this Research Note, the authors-both regarded as leading experts in the field- collect several useful results derived from the construction of the Green function and its estimates. The first three chapters form the foundation for the rest of the book, presenting key results and background in integro-differential operators, and integro-differential equations. After a summary of the properties relative to the Green function for second-order parabolic integro-differential operators, the authors explore important applications, paying particular attention to integro-differential problems with oblique boundary conditions. They show the existence and uniqueness of the invariant measure by means of the Green function, which then allows a detailed study of ergodic stopping time and control problems.

Detailangaben zum Buch - Second Order Elliptic Integro-Differential Problems


EAN (ISBN-13): 9781584882008
ISBN (ISBN-10): 158488200X
Taschenbuch
Erscheinungsjahr: 2002
Herausgeber: CHAPMAN & HALL
240 Seiten
Gewicht: 0,349 kg
Sprache: eng/Englisch

Buch in der Datenbank seit 27.04.2007 20:42:32
Buch zuletzt gefunden am 13.07.2015 05:45:39
ISBN/EAN: 9781584882008

ISBN - alternative Schreibweisen:
1-58488-200-X, 978-1-58488-200-8

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