书目名称 | Real Analysis Methods for Markov Processes | 副标题 | Singular Integrals a | 编辑 | Kazuaki Taira | 视频video | | 概述 | Guides readers to a mathematical crossroads in analysis via semigroup theory.Provides a detailed presentation of constructive real analysis methods for the study of Markov processes.Furnishes a profou | 图书封面 |  | 描述 | .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 Markovian particle moves both by continuous paths and by jumps in the state space and obeys the Ventcel boundary condition, which consists of six terms corresponding to diffusion along the boundary, an absorption phenomenon, a reflection phenomenon, a sticking (or viscosity) phenomenon, and a jump phenomenon on the boundary and an inward jump phenomenon from the boundary. More precisely, we study a class of first-order Ventcel boundary value problems for second-order elliptic Waldenfels integro-differential operators. By using the Calderón–Zygmund theory of singular integrals, we prove the existence and uniqueness of theorems in the framework of the Sobolev and Besov spaces, which extend earlier theorems due to Bony–Courrège–Priouret to | 出版日期 | Book 2024 | 关键词 | Elliptic Differential Operator; Ventcel‘ (Wentzell) Boundary Condition; VMO Function; Sobolev Space; Bes | 版次 | 1 | doi | https://doi.org/10.1007/978-981-97-3659-1 | isbn_softcover | 978-981-97-3661-4 | isbn_ebook | 978-981-97-3659-1 | copyright | The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Singapor |
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