Synopses & Reviews
The Lévy Laplacian is an infinite-dimensional generalization of the well-known classical Laplacian. The theory has become well-developed in recent years and this book is the first systematic treatment of the Lévy-Laplace operator. The book describes the infinite-dimensional analogues of finite-dimensional results, and more especially those features which appear only in the generalized context. It develops a theory of operators generated by the Lévy Laplacian and the symmetrized Lévy Laplacian, as well as a theory of linear and nonlinear equations involving it. There are many problems leading to equations with Lévy Laplacians and to Lévy-Laplace operators, for example superconductivity theory, the theory of control systems, the Gauss random field theory, and the Yang-Mills equation. The book is complemented by an exhaustive bibliography. The result is a work that will be valued by those working in functional analysis, partial differential equations and probability theory.
Synopsis
The Lévy Laplacian is an infinite-dimensional generalization of the well-known classical Laplacian. The theory has become well-developed in recent years and this book is its first systematic treatment. Feller describes the infinite-dimensional analogues of finite-dimensional results, and more especially those features which appear only in the generalized context. He indicates applications to, for example, superconductivity and Gaussian random field theory. The book is complemented by an exhaustive bibliography. The result is a work that will be valued by those working in functional analysis, partial differential equations and probability theory.
Synopsis
First book on new topic in analysis/probability that generalizes classical work and can be widely applied.
Synopsis
This 2005 text was the first book on the Levy Laplacian that generalized classical work and could be widely applied.
Table of Contents
Introduction; 1. The Lévy Laplacian; 2. Lévy-Laplace operators; 3. Symmetric Lévy-Laplace operators; 4. Harmonic functions of infinitely many variables; 5. Linear elliptic and parabolic equations with Lévy Laplacians; 6. Quasilinear and nonlinear elliptic equation with Lévy Laplacians; 7. Nonlinear parabolic equations with Lévy Laplacians; 8. Appendix. Lévy-Dirichlet forms and associated Markov processes; Bibliography; Index.