Brownian Motion and Stochastic Calculus

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/Part 1: Stochastic Processes/Chapter 2: Diffusion Operators/Section 2.1: Self-Adjoint Operators

Definition 2.1.6 (Essentially Self-Adjoint).label Let $H$ be a Hilbert space and $T: D(T) \to H$ be a semipositive operator, then $T$ is essentially self-adjoint if the Friedrichs extension is its unique self-adjoint extension.

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Brownian Motion and Stochastic Calculus

Bibliography
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