Übersicht			Auf mobile öffnen

Lieferstatus:	i.d.R. innert 5-10 Tagen versandfertig
Veröffentlichung:	Juli 2022
Genre:	Schulbücher
	Integralrechnung und -gleichungen / integraltransforms / ordinaryandpartialdifferentialequations / specialfunctions / spectraltheory / stochasticprocesses / Stochastik / Wahrscheinlichkeitsrechnung und Statistik
ISBN:	9783031052958
EAN-Code:	9783031052958
Verlag:	Springer
Einband:	Kartoniert
Sprache:	English
Dimensionen:	H 235 mm / B 155 mm / D 16 mm
Gewicht:	423 gr
Seiten:	276
Bewertung:	Titel bewerten / Meinung schreiben

Inhalt:

T¿his book provides an introduction to recent developments in the theory of generalized harmonic analysis and its applications. It is well known that convolutions, differential operators and diffusion processes are interconnected: the ordinary convolution commutes with the Laplacian, and the law of Brownian motion has a convolution semigroup property with respect to the ordinary convolution. Seeking to generalize this useful connection, and also motivated by its probabilistic applications, the book focuses on the following question: given a diffusion process Xt on a metric space E, can we construct a convolution-like operator * on the space of probability measures on E with respect to which the law of Xt has the *-convolution semigroup property? A detailed analysis highlights the connection between the construction of convolution-like structures and disciplines such as stochastic processes, ordinary and partial differential equations, spectral theory, special functions and integral transforms. The book will be valuable for graduate students and researchers interested in the intersections between harmonic analysis, probability theory and differential equations.