
Nonlinear Markov Processes and Kinetic Equations
by Vassili N. KolokoltsovBuy New
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Summary
Table of Contents
Preface | p. ix |
Basic definitions, notation and abbreviations | p. xiv |
Introduction | p. 1 |
Nonlinear Markov chains | p. 1 |
Examples: replicator dynamics, the Lotka-Volterra equations, epidemics, coagulation | p. 6 |
Interacting-particle approximation for discrete mass-exchange processes | p. 8 |
Nonlinear Lévy processes and semigroups | p. 11 |
Multiple coagulation, fragmentation and collisions; extended Smoluchovski and Boltzmann models | p. 13 |
Replicator dynamics of evolutionary game theory | p. 24 |
Interacting Markov processes; mean field and kth-order interactions | p. 28 |
Classical kinetic equations of statistical mechanics: Vlasov, Boltzmann, Landau | p. 32 |
Moment measures, correlation functions and the propagation of chaos | p. 34 |
Nonlinear Markov processes and semigroups; nonlinear martingale problems | p. 39 |
Tools from Markov process theory | p. 41 |
Probability and analysis | p. 43 |
Semigroups, propagators and generators | p. 43 |
Feller processes and conditionally positive operators | p. 54 |
Jump-type Markov processes | p. 64 |
Connection with evolution equations | p. 67 |
Probabilistic constructions | p. 73 |
Stochastic integrals and SDEs driven by nonlinear Lévy noise | p. 73 |
Nonlinear version of Ito's approach to SDEs | p. 82 |
Homogeneous driving noise | p. 89 |
An alternative approximation scheme | p. 90 |
Regularity of solutions | p. 92 |
Coupling of Lévy processes | p. 96 |
Analytical constructions | p. 102 |
Comparing analytical and probabilistic tools | p. 102 |
Integral generators: one-barrier case | p. 104 |
Integral generators: two-barrier case | p. 111 |
Generators of order at most one: well-posedness | p. 114 |
Generators of order at most one: regularity | p. 117 |
The spaces (C1∞(Rd))* | p. 120 |
Further techniques: martingale problem, Sobolev spaces, heat kernels etc. | p. 121 |
Unbounded coefficients | p. 131 |
A growth estimate for Feller processes | p. 131 |
Extending Feller processes | p. 135 |
Invariant domains | p. 138 |
Nonlinear Markov processes and semigroups | p. 145 |
Integral generators | p. 147 |
Overview | p. 147 |
Bounded generators | p. 149 |
Additive bounds for rates: existence | p. 154 |
Additive bounds for rates: well-posedness | p. 160 |
A tool for proving uniqueness | p. 165 |
Multiplicative bounds for rates | p. 169 |
Another existence result | p. 170 |
Conditional positivity | p. 173 |
Generators of Lévy-Khintchine type | p. 175 |
Nonlinear Lévy processes and semigroups | p. 175 |
Variable coefficients via fixed-point arguments | p. 180 |
Nonlinear SDE construction | p. 184 |
Unbounded coefficients | p. 186 |
Smoothness with respect to initial data | p. 188 |
Motivation and plan; a warm-up result | p. 188 |
Lévy-Khintchine-type generators | p. 192 |
Jump-type models | p. 201 |
Estimates for Smoluchovski's equation | p. 208 |
Propagation and production of moments for the Boltzmann equation | p. 216 |
Estimates for the Boltzmann equation | p. 219 |
Applications to interacting particles | p. 223 |
The dynamic law of large numbers | p. 225 |
Manipulations with generators | p. 225 |
Interacting diffusions, stable-like and Vlasov processes | p. 232 |
Pure jump models: probabilistic approach | p. 236 |
Rates of convergence for Smoluchovski coagulation | p. 245 |
Rates of convergence for Boltzmann collisions | p. 250 |
The dynamic central limit theorem | p. 252 |
Generators for fluctuation processes | p. 252 |
Weak CLT with error rates: the Smoluchovski and Boltzmann models, mean field limits and evolutionary games | p. 263 |
Summarizing the strategy followed | p. 267 |
Infinite-dimensional Ornstein-Uhlenbeck processes | p. 268 |
Full CLT for coagulation processes (a sketch) | p. 270 |
Developments and comments | p. 275 |
Measure-valued processes as stochastic dynamic LLNs for interacting particles; duality of one-dimensional processes | p. 275 |
Discrete nonlinear Markov games and controlled processes; the modeling of deception | p. 279 |
Nonlinear quantum dynamic semigroups and the nonlinear Schrödinger equation | p. 282 |
Curvilinear Ornstein-Uhlenbeck processes (linear and nonlinear) and stochastic geodesic flows on manifolds | p. 293 |
The structure of generators | p. 300 |
Bibliographical comments | p. 310 |
Appendices | p. 319 |
Distances on measures | p. 319 |
Topology on càdlàg paths | p. 324 |
Convergence of processes in Skorohod spaces | p. 329 |
Vector-valued ODEs | p. 334 |
Pseudo-differential operator notation | p. 337 |
Variational derivatives | p. 338 |
Geometry of collisions | p. 343 |
A combinatorial lemma | p. 347 |
Approximation of infinite-dimensional functions | p. 349 |
Bogolyubov chains, generating functionals and Fock-space calculus | p. 352 |
Infinite-dimensional Riccati equations | p. 355 |
References | p. 360 |
Index | p. 373 |
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