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Titlebook: Semigroups, Boundary Value Problems and Markov Processes; Kazuaki Taira Book 2014Latest edition Springer-Verlag Berlin Heidelberg 2014 35J

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书目名称Semigroups, Boundary Value Problems and Markov Processes
编辑Kazuaki Taira
视频video
概述Includes four new chapters and eight re-worked and expanded chapters.Notes and comments where bibliographical references are discussed, are inserted in all chapters.New references have been added to t
丛书名称Springer Monographs in Mathematics
图书封面Titlebook: Semigroups, Boundary Value Problems and Markov Processes;  Kazuaki Taira Book 2014Latest edition Springer-Verlag Berlin Heidelberg 2014 35J
描述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 elliptic boundary value problems provides a general class of Feller semigroups in functional analysis. As an application, the author constructs a general class of Markov processes in probability in which a Markovian particle moves both by jumps and continuously in the state space until it ‘dies‘ at the time when it reaches the set where the particle is definitely absorbed. Augmenting the 1st edition published in 2004, this edition includes four new chapters and eight re-worked and expanded chapters. It is amply illustrated and all chapters are rounded off with Notes and Comments where bibliographical references are primarily discussed. Thanks to the kind feedback from many readers, some errors in the first edition have been corrected. In o
出版日期Book 2014Latest edition
关键词35J25, 47D07, 47D05, 60J35, 60J60; Boutet de Monvel calculus; Feller semigroup; Markov process; elliptic
版次2
doihttps://doi.org/10.1007/978-3-662-43696-7
isbn_softcover978-3-662-51759-8
isbn_ebook978-3-662-43696-7Series ISSN 1439-7382 Series E-ISSN 2196-9922
issn_series 1439-7382
copyrightSpringer-Verlag Berlin Heidelberg 2014
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Sobolev and Besov Spacesl ways of measuring differentiability properties of functions is in terms of . norms, and is provided by the Sobolev spaces. The great advantage of this approach lies in the fact that the Fourier transform works very well.
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978-3-662-51759-8Springer-Verlag Berlin Heidelberg 2014
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Semigroups, Boundary Value Problems and Markov Processes978-3-662-43696-7Series ISSN 1439-7382 Series E-ISSN 2196-9922
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Elements of Probability TheoryThis chapter is intended as a brief introduction to probability theory. Especially, we introduce the general theory of conditional probabilities and conditional expectations which plays a vital role in the study of Markov processes in Chap. ..
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