Preface |
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xi | |
Glossary of Basic Notations |
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xiii | |
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1 | (42) |
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1 | (13) |
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1 | (7) |
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8 | (1) |
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9 | (2) |
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Interpolation Inequalities |
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11 | (1) |
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Extension and Trace Properties |
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12 | (1) |
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Imbedding and Density Theorems |
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13 | (1) |
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Problems Not in Divergence Form |
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14 | (10) |
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Maximum Principles for Classic Solutions |
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16 | (2) |
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A Priori Estimates for Classic Solutions |
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18 | (2) |
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Existence and Uniqueness of Classic Solutions |
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20 | (1) |
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Maximum Principales for Strong Solutions |
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20 | (2) |
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A Priori Estimates for Strong Solutions |
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22 | (1) |
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Existence and Uniqueness of Strong Solutions |
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23 | (1) |
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Problems in Divergence Form |
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24 | (11) |
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Interpretation of Weak Solutions |
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26 | (3) |
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Maximum Principles for Weak Solutions |
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29 | (2) |
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A Priori Estimates for Weak Solutions |
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31 | (2) |
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Existence and Uniqueness of Weak Solutions |
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33 | (2) |
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35 | (8) |
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35 | (3) |
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Wiener and Poisson Processes |
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38 | (2) |
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40 | (1) |
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41 | (2) |
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Integro-Differential Operators |
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43 | (40) |
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43 | (4) |
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47 | (8) |
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55 | (9) |
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64 | (8) |
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Unbounded Functions and Commutator |
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72 | (5) |
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Relation with Jump Processes |
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77 | (6) |
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Integro-Differential Equations |
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83 | (40) |
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Probelems Not in Divergence Form |
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83 | (27) |
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Preliminaries and Comments |
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83 | (5) |
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Maximum Principales for Classic Solutions |
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88 | (6) |
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A Priori Estimates for Classic Solutions |
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94 | (5) |
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Existence and Uniqueness of Classic Solutions |
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99 | (2) |
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Maximum Principale for Strong Solutions |
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101 | (1) |
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A Priori Estimates for Strong Solutions |
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102 | (3) |
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Existence and Uniqueness of Strong Solutions |
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105 | (5) |
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Problems in Divergence Form |
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110 | (13) |
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Maximum Principles for Weak Solutions |
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114 | (4) |
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Existence and Uniqueness of Weak Solutions |
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118 | (5) |
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123 | (36) |
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123 | (5) |
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125 | (2) |
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127 | (1) |
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128 | (9) |
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129 | (3) |
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132 | (3) |
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135 | (2) |
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137 | (21) |
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137 | (17) |
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154 | (2) |
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156 | (2) |
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Dirichlet Boundary Conditions |
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158 | (1) |
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Invariant Density Measure |
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159 | (18) |
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159 | (6) |
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165 | (5) |
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170 | (3) |
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173 | (4) |
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177 | (16) |
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177 | (1) |
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178 | (3) |
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181 | (7) |
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188 | (5) |
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193 | (18) |
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193 | (10) |
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194 | (1) |
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Reflected Diffusion with Jumps |
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194 | (3) |
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197 | (3) |
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200 | (1) |
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201 | (2) |
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Hamilton-Jacobi-Bellman Equation |
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203 | (8) |
Bibliography |
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211 | (8) |
Index |
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219 | |