Degenerate Diffusion Operators Arising in Population Biology (Paperback)

Language: English

Published by Princeton University Press, New Jersey, 2013

0691157154 / 9780691157153

Series: Book 39 of 202 - Annals of Mathematics Studies

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Seller: CitiRetail, Stevenage, United KingdomCitiRetail

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Paperback. This book provides the mathematical foundations for the analysis of a class of degenerate elliptic operators defined on manifolds with corners, which arise in a variety of applications such as population genetics, mathematical finance, and economics. The results discussed in this book prove the uniqueness of the solution to the Martingale problem and therefore the existence of the associated Markov process. Charles Epstein and Rafe Mazzeo use an "integral kernel method" to develop mathematical foundations for the study of such degenerate elliptic operators and the stochastic processes they define. The precise nature of the degeneracies of the principal symbol for these operators leads to solutions of the parabolic and elliptic problems that display novel regularity properties. Dually, the adjoint operator allows for rather dramatic singularities, such as measures supported on high codimensional strata of the boundary. Epstein and Mazzeo establish the uniqueness, existence, and sharp regularity properties for solutions to the homogeneous and inhomogeneous heat equations, as well as a complete analysis of the resolvent operator acting on Holder spaces.They show that the semigroups defined by these operators have holomorphic extensions to the right half-plane. Epstein and Mazzeo also demonstrate precise asymptotic results for the long-time behavior of solutions to both the forward and backward Kolmogorov equations. This book provides the mathematical foundations for the analysis of a class of degenerate elliptic operators defined on manifolds with corners, which arise in a variety of applications such as population genetics, mathematical finance, and economics. The results discussed in this book prove the uniqueness of the solution to the Martingale problem a This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability. …

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Title
Degenerate Diffusion Operators Arising in Population Biology (Paperback)
Author
Charles L. Epstein
Publisher
Princeton University Press, New Jersey
Publication year
2013
Condition
new
Binding
Paperback
Language
English
ISBN 10
0691157154
ISBN 13
9780691157153
Series
Book 39 of 202: Annals of Mathematics Studies

CitiRetail

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