Analysis and geometry of Markov diffusion operators

Analysis and geometry of Markov diffusion operators

Détails bibliographiques
Auteurs principaux : Bakry Dominique (Auteur), Gentil Ivan (Auteur), Ledoux Michel (Auteur)
Format : Livre
Langue : anglais
Titre complet : Analysis and geometry of Markov diffusion operators / Dominique Bakry, Ivan Gentil, Michel Ledoux
Publié : Cham : Springer , copyright 2014
Description matérielle : 1 vol. (XX-552 p.)
Collection : Grundlehren der mathematischen Wissenschaften ; 348
Sujets :
Processus de diffusion
Géométrie stochastique
Markov, Processus de
Probabilités
Documents associés : Autre format: Analysis and Geometry of Markov Diffusion Operators
  • - Part I Markov semigroups, basics and examples
  • -1.Markov semigroups.
  • - 2.Model examples.
  • - 3.General setting.
  • - Part II Three model functional inequalities
  • - 4.Poincare inequalities.
  • - 5.Logarithmic Sobolev inequalities.
  • - 6.Sobolev inequalities.
  • - Part III Related functional, isoperimetric and transportation inequalities
  • - 7.Generalized functional inequalities.
  • - 8.Capacity and isoperimetry-type inequalities.
  • - 9.Optimal transportation and functional inequalities.
  • - Part IV Appendices
  • - A.Semigroups of bounded operators on a Banach space.
  • - B.Elements of stochastic calculus.
  • - C.Some basic notions in differential and Riemannian geometry.
  • - Notations and list of symbols.- Bibliography.- Index.