书目名称 | Functional Analytic Techniques for Diffusion Processes |
编辑 | Kazuaki Taira |
视频video | |
概述 | Guides readers to a mathematical crossroads in analysis.Provides powerful techniques of functional analysis (macroscopic approach) for the study of diffusion processes.Furnishes a profound stochastic |
丛书名称 | Springer Monographs in Mathematics |
图书封面 |  |
描述 | This book is an easy-to-read reference providing a link between functional analysis and diffusion processes. More precisely, the book takes readers to a mathematical crossroads of functional analysis (macroscopic approach), partial differential equations (mesoscopic approach), and probability (microscopic approach) via the mathematics needed for the hard parts of diffusion processes. This work brings these three fields of analysis together and provides a profound stochastic insight (microscopic approach) into the study of elliptic boundary value problems..The author does a massive study of diffusion processes from a broad perspective and explains mathematical matters in a more easily readable way than one usually would find. The book is amply illustrated; 14 tables and 141 figures are provided with appropriate captions in such a fashion that readers can easily understand powerful techniques of functional analysis for the study of diffusion processes in probability..The scope of the author’s work has been and continues to be powerful methods of functional analysis for future research of elliptic boundary value problems and Markov processes via semigroups. A broad spectrum of readers |
出版日期 | Book 2022 |
关键词 | Diffusion process; Markov process; Feller semigroup; Elliptic boundary value problem; Pseudo-differentia |
版次 | 1 |
doi | https://doi.org/10.1007/978-981-19-1099-9 |
isbn_softcover | 978-981-19-1101-9 |
isbn_ebook | 978-981-19-1099-9Series ISSN 1439-7382 Series E-ISSN 2196-9922 |
issn_series | 1439-7382 |
copyright | The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Singapor |