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Diffusions, Superdiffusions and Partial Differential Equations
About this Title
E. B. Dynkin, Cornell University, Ithaca, NY
Publication: Colloquium Publications
Publication Year:
2002; Volume 50
ISBNs: 978-0-8218-3174-8 (print); 978-1-4704-3196-9 (online)
DOI: https://doi.org/10.1090/coll/050
MathSciNet review: MR1883198
MSC: Primary 60-02; Secondary 35J15, 35J60, 35K55, 60Gxx, 60H15, 60Jxx
Table of Contents
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Front/Back Matter
Chapters
- Chapter 1. Introduction
Parabolic equations and branching exit Markov systems
- Chapter 2. Linear parabolic equations and diffusions
- Chapter 3. Branching exit Markov systems
- Chapter 4. Superprocesses
- Chapter 5. Semilinear parabolic equations and superdiffusions
Elliptic equations and diffusions
- Chapter 6. Linear elliptic equations and diffusions
- Chapter 7. Positive harmonic functions
- Chapter 8. Moderate solutions of $Lu=\psi (u)$
- Chapter 9. Stochastic boundary values of solutions
- Chapter 10. Rough trace
- Chapter 11. Fine trace
- Chapter 12. Martin capacity and classes $\mathcal {N}_1$ and $\mathcal {N}_0$
- Chapter 13. Null sets and polar sets
- Chapter 14. Survey of related results
- Appendix A. Basic facts of Markov processes and Martingales
- Appendix B. Facts on elliptic differential equations
- Epilogue