Functional calculus for groups and applications to evolution equations
نویسندگان
چکیده
منابع مشابه
Unbounded functional calculus for bounded groups with applications
In this paper, we develop the unbounded extension of the Hille–Phillips functional calculus for generators of bounded groups. Mathematical applications include the generalised Lévy–Khintchine formula for subordinate semigroups, the analyticity of semigroups generated by fractional powers of group generators, where the power is not an odd integer, and a shifted abstract Grünwald formula. We also...
متن کاملSemigroups and Evolution Equations: Functional Calculus, Regularity and Kernel Estimates
This is a survey on recent developments of the theory of one-parameter semigroups and evolution equations with special emphasis on functional calculus and kernel estimates. Also other topics as asymptotic behavior for large time and holomorphic semigroups are discussed. As main application we consider elliptic operators with various boundary conditions. Semigroups and evolution equations: Funct...
متن کاملFunctional-calculus approach to stochastic differential equations.
The connection between stochastic differential equations and associated Fokker-Planck equations is elucidated by the full functional calculus. One-variable equations with either additive or multiplicative noise are considered. The central focus is on approximate Fokker-Planck equations which describe the consequences of using "colored" noise, which has an exponential correlation function and a ...
متن کاملFunctional Itô calculus and Applications
Functional Itô calculus and Applications David-Antoine FOURNIE This thesis studies extensions of the Itô calculus to a functional setting, using analytical andprobabilistic methods, and applications to the pricing and hedging of derivative securities. The first chapter develops a non-anticipative pathwise calculus for functionals of twocadlag paths, with a predictable dependence in the ...
متن کاملFractional Evolution Equations and Applications
In recent years increasing interests and considerable researches have been given to the fractional differential equations both in time and space variables. These are due to the applications of the fractional differential operators to problems in a wide areas of physics and engineering science and a rapid development of the corresponding theory. Motivating examples include the so-called continuo...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Evolution Equations
سال: 2007
ISSN: 1424-3199,1424-3202
DOI: 10.1007/s00028-007-0313-z