Uniqueness and Non-Uniqueness of Semigroups Generated by Singular Diffusion Operators

Andreas Eberle (auth.)3540666281, 9783540666288

This book addresses both probabilists working on diffusion processes and analysts interested in linear parabolic partial differential equations with singular coefficients. The central question discussed is whether a given diffusion operator, i.e., a second order linear differential operator without zeroth order term, which is a priori defined on test functions over some (finite or infinite dimensional) state space only, uniquely determines a strongly continuous semigroup on a corresponding weighted Lp space. Particular emphasis is placed on phenomena causing non-uniqueness, as well as on the relation between different notions of uniqueness appearing in analytic and probabilistic contexts.

---

Table of contents :
Introduction….Pages 1-8
Motivation and basic definitions: Uniqueness problems in various contexts….Pages 9-40
L p uniqueness in finite dimensions….Pages 41-87
Markov uniqueness….Pages 89-167
Probabilistic aspects of L p and Markov uniqueness….Pages 169-184
First steps in infinite dimensions….Pages 185-253