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This book provides the mathematical foundations for the analysis of a class of degenerate elliptic operators defined on manifolds with corners, which arise in a variety of applications such as population genetics, mathematical finance, and economics. The results discussed in this book prove the uniqueness of the solution to the Martingale problem and therefore the existence of the associated Markov process. Charles Epstein and Rafe Mazzeo use an "integral kernel method" to develop mathematical foundations for the study of such degenerate elliptic operators and the stochastic processes they define. The precise nature of the degeneracies of the principal symbol for these operators leads to solutions of the parabolic and elliptic problems that display novel regularity properties. Dually, the adjoint operator allows for rather dramatic singularities, such as measures supported on high co-dimensional strata of the boundary. Epstein and Mazzeo establish the uniqueness, existence, and sharp regularity properties for solutions to the homogeneous and inhomogeneous heat equations, as well as a complete analysis of the resolvent operator acting on Hölder spaces. They show that the semigroups defined by these operators have holomorphic extensions to the right half-plane. Epstein and Mazzeo also demonstrate precise asymptotic results for the long-time behavior of solutions to both the forward and backward Kolmogorov equations.

Elliptic operators. --- Markov processes. --- Population biology --- Analysis, Markov --- Chains, Markov --- Markoff processes --- Markov analysis --- Markov chains --- Markov models --- Models, Markov --- Processes, Markov --- Stochastic processes --- Differential operators, Elliptic --- Operators, Elliptic --- Partial differential operators --- Mathematical models. --- 1-dimensional integral. --- Euclidean model problem. --- Euclidean space. --- Hlder space. --- Hopf boundary point. --- Kimura diffusion equation. --- Kimura diffusion operator. --- Laplace transform. --- Schauder estimate. --- WrightІisher geometry. --- adjoint operator. --- backward Kolmogorov equation. --- boundary behavior. --- degenerate elliptic operator. --- doubling. --- elliptic Kimura operator. --- elliptic equation. --- forward Kolmogorov equation. --- function space. --- general model problem. --- generalized Kimura diffusion. --- heat equation. --- heat kernel. --- higher dimensional corner. --- higher regularity. --- holomorphic semi-group. --- homogeneous Cauchy problem. --- hybrid space. --- hypersurface boundary. --- induction hypothesis. --- induction. --- inhomogeneous problem. --- irregular solution. --- long time asymptotics. --- long-time behavior. --- manifold with corners. --- martingale problem. --- mathematical finance. --- model problem. --- normal form. --- normal vector. --- null-space. --- off-diagonal behavior. --- open orthant. --- parabolic equation. --- perturbation theory. --- polyhedron. --- population genetics. --- probability theory. --- regularity. --- resolvent operator. --- semi-group. --- solution operator. --- uniqueness.

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In essence the proceedings of the 1967 meeting in Baton Rouge, the volume offers significant papers in the topology of infinite dimensional linear spaces, fixed point theory in infinite dimensional spaces, infinite dimensional differential topology, and infinite dimensional pointset topology. Later results of the contributors underscore the basic soundness of this selection, which includes survey and expository papers, as well as reports of continuing research.

Topology --- Differential geometry. Global analysis --- Differential topology --- Functional analysis --- Congresses --- Analyse fonctionnnelle --- Geometry, Differential --- Anderson's theorem. --- Annihilator (ring theory). --- Automorphism. --- Baire measure. --- Banach algebra. --- Banach manifold. --- Banach space. --- Bounded operator. --- Cartesian product. --- Characterization (mathematics). --- Cohomology. --- Compact space. --- Complement (set theory). --- Complete metric space. --- Connected space. --- Continuous function. --- Convex set. --- Coset. --- Critical point (mathematics). --- Diagram (category theory). --- Differentiable manifold. --- Differential topology. --- Dimension (vector space). --- Dimension. --- Dimensional analysis. --- Dual space. --- Duality (mathematics). --- Endomorphism. --- Equivalence class. --- Euclidean space. --- Existential quantification. --- Explicit formulae (L-function). --- Exponential map (Riemannian geometry). --- Fixed-point theorem. --- Fréchet derivative. --- Fréchet space. --- Fuchsian group. --- Function space. --- Fundamental class. --- Haar measure. --- Hessian matrix. --- Hilbert space. --- Homeomorphism. --- Homology (mathematics). --- Homotopy group. --- Homotopy. --- Inclusion map. --- Infimum and supremum. --- Lebesgue space. --- Lefschetz fixed-point theorem. --- Limit point. --- Linear space (geometry). --- Locally convex topological vector space. --- Loop space. --- Mathematical optimization. --- Measure (mathematics). --- Metric space. --- Module (mathematics). --- Natural topology. --- Neighbourhood (mathematics). --- Normal space. --- Normed vector space. --- Open set. --- Ordinal number. --- Paracompact space. --- Partition of unity. --- Path space. --- Product topology. --- Quantifier (logic). --- Quotient space (linear algebra). --- Quotient space (topology). --- Radon measure. --- Reflexive space. --- Representation theorem. --- Riemannian manifold. --- Schauder fixed point theorem. --- Sign (mathematics). --- Simply connected space. --- Space form. --- Special case. --- Stiefel manifold. --- Strong operator topology. --- Subcategory. --- Submanifold. --- Subset. --- Tangent space. --- Teichmüller space. --- Theorem. --- Topological space. --- Topological vector space. --- Topology. --- Transfinite induction. --- Transfinite. --- Transversal (geometry). --- Transversality theorem. --- Tychonoff cube. --- Union (set theory). --- Unit sphere. --- Weak topology. --- Weakly compact. --- Differential topology - Congresses --- Functional analysis - Congresses --- Topology - Congresses --- Analyse fonctionnelle.

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The ∂̄ Neumann problem is probably the most important and natural example of a non-elliptic boundary value problem, arising as it does from the Cauchy-Riemann equations. It has been known for some time how to prove solvability and regularity by the use of L2 methods. In this monograph the authors apply recent methods involving the Heisenberg group to obtain parametricies and to give sharp estimates in various function spaces, leading to a better understanding of the ∂̄ Neumann problem. The authors have added substantial background material to make the monograph more accessible to students.Originally published in 1977.The Princeton Legacy Library uses the latest print-on-demand technology to again make available previously out-of-print books from the distinguished backlist of Princeton University Press. These editions preserve the original texts of these important books while presenting them in durable paperback and hardcover editions. The goal of the Princeton Legacy Library is to vastly increase access to the rich scholarly heritage found in the thousands of books published by Princeton University Press since its founding in 1905.

Partial differential equations --- Neumann problem. --- Neumann problem --- Mathematics --- Physical Sciences & Mathematics --- Calculus --- Boundary value problems --- Differential equations, Partial --- A priori estimate. --- Abuse of notation. --- Analytic continuation. --- Analytic function. --- Approximation. --- Asymptotic expansion. --- Asymptotic formula. --- Basis (linear algebra). --- Besov space. --- Boundary (topology). --- Boundary value problem. --- Boundedness. --- Calculation. --- Cauchy's integral formula. --- Cauchy–Riemann equations. --- Change of variables. --- Characterization (mathematics). --- Combination. --- Commutative property. --- Commutator. --- Complex analysis. --- Complex manifold. --- Complex number. --- Computation. --- Convolution. --- Coordinate system. --- Corollary. --- Counterexample. --- Derivative. --- Determinant. --- Differential equation. --- Dimension (vector space). --- Dimension. --- Dimensional analysis. --- Dirichlet boundary condition. --- Eigenvalues and eigenvectors. --- Elliptic boundary value problem. --- Equation. --- Error term. --- Estimation. --- Even and odd functions. --- Existential quantification. --- Function space. --- Fundamental solution. --- Green's theorem. --- Half-space (geometry). --- Hardy's inequality. --- Heisenberg group. --- Holomorphic function. --- Infimum and supremum. --- Integer. --- Integral curve. --- Integral expression. --- Inverse function. --- Invertible matrix. --- Iteration. --- Laplace's equation. --- Left inverse. --- Lie algebra. --- Lie group. --- Linear combination. --- Logarithm. --- Lp space. --- Mathematical induction. --- Neumann boundary condition. --- Notation. --- Open problem. --- Orthogonal complement. --- Orthogonality. --- Parametrix. --- Partial derivative. --- Pointwise. --- Polynomial. --- Principal branch. --- Principal part. --- Projection (linear algebra). --- Pseudo-differential operator. --- Quantity. --- Recursive definition. --- Schwartz space. --- Scientific notation. --- Second derivative. --- Self-adjoint. --- Singular value. --- Sobolev space. --- Special case. --- Standard basis. --- Stein manifold. --- Subgroup. --- Subset. --- Summation. --- Support (mathematics). --- Tangent bundle. --- Theorem. --- Theory. --- Upper half-plane. --- Variable (mathematics). --- Vector field. --- Volume element. --- Weak solution. --- Neumann, Problème de --- Equations aux derivees partielles --- Problemes aux limites

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This book contains accounts of talks held at a symposium in honorof John C. Moore in October 1983 at Princeton University, The workincludes papers in classical homotopy theory, homological algebra,rational homotopy theory, algebraic K-theory of spaces, and othersubjects.

Algebraic topology --- K-theory --- 512.73 --- 515.14 --- 512.73 Cohomology theory of algebraic varieties and schemes --- Cohomology theory of algebraic varieties and schemes --- 515.14 Algebraic topology --- Moore, John C. --- Abelian group. --- Adams spectral sequence. --- Adjoint functors. --- Adjunction (field theory). --- Algebraic K-theory. --- Algebraic closure. --- Algebraic geometry. --- Algebraic group. --- Algebraic number field. --- Algebraic space. --- Algebraic topology. --- Algebraically closed field. --- Associative algebra. --- Boundary (topology). --- CW complex. --- Classification theorem. --- Closure (mathematics). --- Coalgebra. --- Cofibration. --- Cohomology. --- Commutative diagram. --- Commutative property. --- Coproduct. --- Deformation theory. --- Degenerate bilinear form. --- Diagram (category theory). --- Differentiable manifold. --- Dimension (vector space). --- Division algebra. --- Eilenberg–Moore spectral sequence. --- Epimorphism. --- Exterior (topology). --- Formal power series. --- Free Lie algebra. --- Free algebra. --- Freudenthal suspension theorem. --- Function (mathematics). --- Function space. --- Functor. --- G-module. --- Galois extension. --- Global dimension. --- Group cohomology. --- Group homomorphism. --- H-space. --- Hilbert's Theorem 90. --- Homology (mathematics). --- Homomorphism. --- Homotopy category. --- Homotopy group. --- Homotopy. --- Hopf algebra. --- Hopf invariant. --- Hurewicz theorem. --- Inclusion map. --- Inequality (mathematics). --- Integral domain. --- Isometry. --- Isomorphism class. --- K-theory. --- Lie algebra. --- Lie group. --- Limit (category theory). --- Loop space. --- Mathematician. --- Mathematics. --- Noetherian ring. --- Order topology. --- P-adic number. --- Polynomial ring. --- Polynomial. --- Prime number. --- Principal bundle. --- Principal ideal domain. --- Projective module. --- Projective plane. --- Pullback (category theory). --- Pushout (category theory). --- Ring of integers. --- Series (mathematics). --- Sheaf (mathematics). --- Simplicial category. --- Simplicial complex. --- Simplicial set. --- Special case. --- Spectral sequence. --- Square (algebra). --- Stable homotopy theory. --- Steenrod algebra. --- Superalgebra. --- Theorem. --- Topological K-theory. --- Topological space. --- Topology. --- Triviality (mathematics). --- Uniqueness theorem. --- Universal enveloping algebra. --- Vector bundle. --- Weak equivalence (homotopy theory). --- William Browder (mathematician). --- Géométrie algébrique --- K-théorie

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Kiyosi Itô's greatest contribution to probability theory may be his introduction of stochastic differential equations to explain the Kolmogorov-Feller theory of Markov processes. Starting with the geometric ideas that guided him, this book gives an account of Itô's program. The modern theory of Markov processes was initiated by A. N. Kolmogorov. However, Kolmogorov's approach was too analytic to reveal the probabilistic foundations on which it rests. In particular, it hides the central role played by the simplest Markov processes: those with independent, identically distributed increments. To remedy this defect, Itô interpreted Kolmogorov's famous forward equation as an equation that describes the integral curve of a vector field on the space of probability measures. Thus, in order to show how Itô's thinking leads to his theory of stochastic integral equations, Stroock begins with an account of integral curves on the space of probability measures and then arrives at stochastic integral equations when he moves to a pathspace setting. In the first half of the book, everything is done in the context of general independent increment processes and without explicit use of Itô's stochastic integral calculus. In the second half, the author provides a systematic development of Itô's theory of stochastic integration: first for Brownian motion and then for continuous martingales. The final chapter presents Stratonovich's variation on Itô's theme and ends with an application to the characterization of the paths on which a diffusion is supported. The book should be accessible to readers who have mastered the essentials of modern probability theory and should provide such readers with a reasonably thorough introduction to continuous-time, stochastic processes.

Markov processes. --- Stochastic difference equations. --- Itō, Kiyosi, --- Analysis, Markov --- Chains, Markov --- Markoff processes --- Markov analysis --- Markov chains --- Markov models --- Models, Markov --- Processes, Markov --- Itō, K. --- Ito, Kiesi, --- Itō, Kiyoshi, --- 伊藤淸, --- 伊藤清, --- Itō, Kiyosi, --- Itō, Kiyosi, 1915-2008. --- Stochastic difference equations --- Difference equations --- Stochastic processes --- Abelian group. --- Addition. --- Analytic function. --- Approximation. --- Bernhard Riemann. --- Bounded variation. --- Brownian motion. --- Central limit theorem. --- Change of variables. --- Coefficient. --- Complete metric space. --- Compound Poisson process. --- Continuous function (set theory). --- Continuous function. --- Convergence of measures. --- Convex function. --- Coordinate system. --- Corollary. --- David Hilbert. --- Decomposition theorem. --- Degeneracy (mathematics). --- Derivative. --- Diffeomorphism. --- Differentiable function. --- Differentiable manifold. --- Differential equation. --- Differential geometry. --- Dimension. --- Directional derivative. --- Doob–Meyer decomposition theorem. --- Duality principle. --- Elliptic operator. --- Equation. --- Euclidean space. --- Existential quantification. --- Fourier transform. --- Function space. --- Functional analysis. --- Fundamental solution. --- Fundamental theorem of calculus. --- Homeomorphism. --- Hölder's inequality. --- Initial condition. --- Integral curve. --- Integral equation. --- Integration by parts. --- Invariant measure. --- Itô calculus. --- Itô's lemma. --- Joint probability distribution. --- Lebesgue measure. --- Linear interpolation. --- Lipschitz continuity. --- Local martingale. --- Logarithm. --- Markov chain. --- Markov process. --- Markov property. --- Martingale (probability theory). --- Normal distribution. --- Ordinary differential equation. --- Ornstein–Uhlenbeck process. --- Polynomial. --- Principal part. --- Probability measure. --- Probability space. --- Probability theory. --- Pseudo-differential operator. --- Radon–Nikodym theorem. --- Representation theorem. --- Riemann integral. --- Riemann sum. --- Riemann–Stieltjes integral. --- Scientific notation. --- Semimartingale. --- Sign (mathematics). --- Special case. --- Spectral sequence. --- Spectral theory. --- State space. --- State-space representation. --- Step function. --- Stochastic calculus. --- Stochastic. --- Stratonovich integral. --- Submanifold. --- Support (mathematics). --- Tangent space. --- Tangent vector. --- Taylor's theorem. --- Theorem. --- Theory. --- Topological space. --- Topology. --- Translational symmetry. --- Uniform convergence. --- Variable (mathematics). --- Vector field. --- Weak convergence (Hilbert space). --- Weak topology.