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Semigroups, boundary value problems, and Markov processes

Author: Kazuaki Taira
Publisher: Berlin : Springer, [2014] ©2014
Series: Springer monographs in mathematics.
Edition/Format:   eBook : Document : English : Second editionView all editions and formats
Summary:
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  Read more...
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Genre/Form: Electronic books
Additional Physical Format: Printed edition:
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Kazuaki Taira
ISBN: 9783662436967 3662436965 3662436957 9783662436950
OCLC Number: 886911929
Description: 1 online resource (xix, 716 pages) : illustrations.
Contents: 1. Introduction and Main Results --
Part I Elements of Analysis --
2. Elements of Probability Theory --
3. Elements of Functional Analysis --
4. Theory of Semigroups --
Part II Elements of Partial Differential Equations --
5. Theory of Distributions --
6. Sobolev and Besov Spaces --
7. Theory of Pseudo-Differential Operators --
8. Waldenfels Operators and Maximum Principles --
Part III Markov Processes, Semigroups and Boundary Value problems --
9. Markov Processes, Transition Functions and Feller Semigroups --
10. Feller Semigroups and Elliptic Boundary Value Problems --
11. Proof of Theorem 1.3 --
12. Markov Processes Revisited --
13. Concluding Remarks --
Appendix: Boundedness of Pseudo-Differential Operators --
References --
Index.
Series Title: Springer monographs in mathematics.
Responsibility: Kazuaki Taira.

Abstract:

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  Read more...

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From the reviews: "This book is devoted to the study of certain uniformly elliptic boundary value problems and associated semigroups. The main results are all laid out in the introduction, so it is Read more...

 
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