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  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Convolution-Like Structures, Differential Operators and Diffusion Processes

Convolution-Like Structures, Differential Operators and Diffusion Processes

Guerra, Manuel
Sousa, Rúben
Yakubovich, Semyon

Paperback

Series: Lecture Notes in Mathematics, Book 2315

General MathematicsProbability & Statistics

ISBN10: 3031052951
ISBN13: 9783031052958
Publisher: Springer Nature
Published: Jul 28 2022
Pages: 262
Weight: 0.86
Height: 0.58 Width: 6.14 Depth: 9.21
Language: English
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.

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