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This book discusses some aspects of the theory of partial differential equations from the viewpoint of probability theory. It is intended not only for specialists in partial differential equations or probability theory but also for specialists in asymptotic methods and in functional analysis. It is also of interest to physicists who use functional integrals in their research. The work contains results that have not previously appeared in book form, including research contributions of the author.

Partial differential equations --- Differential equations, Partial. --- Probabilities. --- Integration, Functional. --- Functional integration --- Functional analysis --- Integrals, Generalized --- Probability --- Statistical inference --- Combinations --- Mathematics --- Chance --- Least squares --- Mathematical statistics --- Risk --- A priori estimate. --- Absolute continuity. --- Almost surely. --- Analytic continuation. --- Axiom. --- Big O notation. --- Boundary (topology). --- Boundary value problem. --- Bounded function. --- Calculation. --- Cauchy problem. --- Central limit theorem. --- Characteristic function (probability theory). --- Chebyshev's inequality. --- Coefficient. --- Comparison theorem. --- Continuous function (set theory). --- Continuous function. --- Convergence of random variables. --- Cylinder set. --- Degeneracy (mathematics). --- Derivative. --- Differential equation. --- Differential operator. --- Diffusion equation. --- Diffusion process. --- Dimension (vector space). --- Direct method in the calculus of variations. --- Dirichlet boundary condition. --- Dirichlet problem. --- Eigenfunction. --- Eigenvalues and eigenvectors. --- Elliptic operator. --- Elliptic partial differential equation. --- Equation. --- Existence theorem. --- Exponential function. --- Feynman–Kac formula. --- Fokker–Planck equation. --- Function space. --- Functional analysis. --- Fundamental solution. --- Gaussian measure. --- Girsanov theorem. --- Hessian matrix. --- Hölder condition. --- Independence (probability theory). --- Integral curve. --- Integral equation. --- Invariant measure. --- Iterated logarithm. --- Itô's lemma. --- Joint probability distribution. --- Laplace operator. --- Laplace's equation. --- Lebesgue measure. --- Limit (mathematics). --- Limit cycle. --- Limit point. --- Linear differential equation. --- Linear map. --- Lipschitz continuity. --- Markov chain. --- Markov process. --- Markov property. --- Maximum principle. --- Mean value theorem. --- Measure (mathematics). --- Modulus of continuity. --- Moment (mathematics). --- Monotonic function. --- Navier–Stokes equations. --- Nonlinear system. --- Ordinary differential equation. --- Parameter. --- Partial differential equation. --- Periodic function. --- Poisson kernel. --- Probabilistic method. --- Probability space. --- Probability theory. --- Probability. --- Random function. --- Regularization (mathematics). --- Schrödinger equation. --- Self-adjoint operator. --- Sign (mathematics). --- Simultaneous equations. --- Smoothness. --- State-space representation. --- Stochastic calculus. --- Stochastic differential equation. --- Stochastic. --- Support (mathematics). --- Theorem. --- Theory. --- Uniqueness theorem. --- Variable (mathematics). --- Weak convergence (Hilbert space). --- Wiener process.

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This work deals with an extension of the classical Littlewood-Paley theory in the context of symmetric diffusion semigroups. In this general setting there are applications to a variety of problems, such as those arising in the study of the expansions coming from second order elliptic operators. A review of background material in Lie groups and martingale theory is included to make the monograph more accessible to the student.

Harmonic analysis. Fourier analysis --- Harmonic analysis --- Semigroups --- 517.986.6 --- Lie groups --- Littlewood-Paley theory --- #WWIS:d.d. Prof. L. Bouckaert/BOUC --- Fourier analysis --- Functions of several real variables --- Group theory --- Groups, Lie --- Lie algebras --- Symmetric spaces --- Topological groups --- Analysis (Mathematics) --- Functions, Potential --- Potential functions --- Banach algebras --- Calculus --- Mathematical analysis --- Mathematics --- Bessel functions --- Fourier series --- Harmonic functions --- Time-series analysis --- Harmonic analysis of functions of groups and homogeneous spaces --- Harmonic analysis. --- Littlewood-Paley theory. --- Lie groups. --- Semigroups. --- 517.986.6 Harmonic analysis of functions of groups and homogeneous spaces --- Addition. --- Analytic function. --- Axiom. --- Boundary value problem. --- Central limit theorem. --- Change of variables. --- Circle group. --- Classification theorem. --- Commutative property. --- Compact group. --- Complex analysis. --- Convex set. --- Coset. --- Covering space. --- Derivative. --- Differentiable manifold. --- Differential geometry. --- Differential operator. --- Dimension (vector space). --- Dimension. --- Direct sum. --- E6 (mathematics). --- E7 (mathematics). --- E8 (mathematics). --- Elementary proof. --- Equation. --- Equivalence class. --- Existence theorem. --- Existential quantification. --- Fourier analysis. --- Fourier series. --- Fourier transform. --- Function space. --- General linear group. --- Haar measure. --- Harmonic function. --- Hermite polynomials. --- Hilbert transform. --- Homogeneous space. --- Homomorphism. --- Ideal (ring theory). --- Identity matrix. --- Indecomposability. --- Integral transform. --- Invariant measure. --- Invariant subspace. --- Irreducibility (mathematics). --- Irreducible representation. --- Lebesgue measure. --- Legendre polynomials. --- Lie algebra. --- Lie group. --- Linear combination. --- Linear map. --- Local diffeomorphism. --- Markov process. --- Martingale (probability theory). --- Matrix group. --- Measurable function. --- Measure (mathematics). --- Multiple integral. --- Normal subgroup. --- One-dimensional space. --- Open set. --- Ordinary differential equation. --- Orthogonality. --- Orthonormality. --- Parseval's theorem. --- Partial differential equation. --- Probability space. --- Quadratic form. --- Rank of a group. --- Regular representation. --- Riemannian manifold. --- Riesz transform. --- Schur orthogonality relations. --- Scientific notation. --- Semigroup. --- Sequence. --- Special case. --- Stone–Weierstrass theorem. --- Sturm–Liouville theory. --- Subgroup. --- Subset. --- Summation. --- Tensor algebra. --- Tensor product. --- Theorem. --- Theory. --- Topological group. --- Topological space. --- Torus. --- Trigonometric polynomial. --- Trivial representation. --- Uniform convergence. --- Unitary operator. --- Unitary representation. --- Vector field. --- Vector space. --- Lie, Groupes de --- Analyse harmonique