Semigroups, Boundary Value Problems and Markov Processes

by Kazuaki Taira

Book Overview

A careful and accessible exposition of functional analytic methods in stochastic analysis is provided in this book. It focuses on the interrelationship between three subjects in analysis: Markov processes, semi groups and elliptic boundary value problems. The author studies a general class of elliptic boundary value problems for second-order, Waldenfels integro-differential operators in partial differential equations and proves that this class of...

• Format: Paperback
• Language: English
• ISBN: 3662517590
• ISBN13: 9783662517598
• Release Date: August 2016
• Publisher: Springer
• Length: 716 Pages
• Weight: 2.24 lbs.
• Dimensions: 1.5" x 6.1" x 9.2"