Real Analysis Methods for Markov Processes: Singular Integrals and Feller Semigroups

by Kazuaki Taira

This book is devoted to real analysis methods for the problem of constructing Markov processes with boundary conditions in probability theory. Analytically, a Markovian particle in a domain of Euclidean space is governed by an integro-differential operator, called the Waldenfels operator, in the interior of the domain, and it obeys a boundary condition, called the Ventcel (Wentzell) boundary condition, on the boundary of the domain. Most likely, a...

• Format: Hardcover
• Language: English
• ISBN: 9819736587
• ISBN13: 9789819736584
• Release Date: September 2024
• Publisher: Springer
• Length: 749 Pages
• Weight: 2.74 lbs.
• Dimensions: 1.6" x 6.1" x 9.2"