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Markov Process From Semi-group

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#probability #probability-theory #banach-spaces #semigroup-of-operators
156
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Find the semigroup of $Au=-u'$ on the space $C([0,1])$.

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#functional-analysis #partial-differential-equations #semigroup-of-operators
52
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If $(T_t)_t$ is a strong continuous semigroup, why $T_sAf_n\to T_sg$ uniformly?

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#semigroup-of-operators
1.2k
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Intuition behind the generator of a semigroup

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#functional-analysis #derivatives #semigroup-of-operators
81
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Generator Brownian Motion

Published on
#convergence-divergence #taylor-expansion #brownian-motion #semigroup-of-operators
105
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martingale problem: $M_t = f(X_t) - \int_0^t A f(X_s) ds$, $t \geq 0$

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#stochastic-processes #martingales #markov-process #stochastic-analysis #semigroup-of-operators
76
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Question to semigroup of translations and first hitting time

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#stochastic-processes #brownian-motion #markov-process #stopping-times #semigroup-of-operators
127
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How to prove semigroup of linear operators is bounded dissipative?

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#functional-analysis #dynamical-systems #banach-spaces #semigroup-of-operators
33
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boundedness of semigroup transition with additional smoothness

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#partial-differential-equations #operator-theory #semigroup-of-operators
54
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Half-power of second derivative operator

Published on
#functional-analysis #semigroup-of-operators #fractional-calculus
54
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Extending a pseudo-differential operator on $L^2(\mathbb{R}, e^x\,dx)$

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#functional-analysis #markov-process #semigroup-of-operators #pseudo-differential-operators
104
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Strongly Continuous Semigroup consequence

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#semigroup-of-operators
134
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$C_0$ Semigroups with same infinitesimal generator

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#semigroup-of-operators
740
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Does $\sigma(T) = \{1\}$ and $\|T\| = 1$ imply that $T$ is the identity?

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#functional-analysis #operator-theory #spectral-theory #semigroup-of-operators
104
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Domain of an adjoint operator

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#functional-analysis #adjoint-operators #semigroup-of-operators

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