Semigroups, Boundary Value Problems and Markov Processes

Name: Semigroups, Boundary Value Problems and Markov Processes
Brand: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
SKU: 9783662517598
Price: 552.87 PLN
Availability: InStock

Autor: Kazuaki Taira

Język:

Oprawa: Miękka

Wydawca: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG

Dostępność: Dostępna u dostawcy

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A careful and accessible exposition of functional analytic methods in stochastic analysis is provide...

Informacje o książce

Autor

Kazuaki Taira

Język

Angielski

Oprawa

Książka - Miękka

Data wydania

2016

strony

716

EAN

9783662517598

ISBN

3662517590

Enbook ID

13788580

Wydawca

Springer-Verlag Berlin and Heidelberg GmbH & Co. KG

Waga

1015

Wymiary

155 x 235 x 42

Pełny opis

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 order to keep the book up-to-date, new references have been added to the bibliography. Researchers and graduate students interested in PDEs, functional analysis and probability will find this volume useful.

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