Kazuaki Taira

(Author)

Boundary Value Problems and Markov Processes: Functional Analysis Methods for Markov Processes (2020)Paperback - 2020, 2 July 2020

Boundary Value Problems and Markov Processes: Functional Analysis Methods for Markov Processes (2020)
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Part of Series
Lecture Notes in Mathematics
Print Length
502 pages
Language
English
Publisher
Springer
Date Published
2 Jul 2020
ISBN-10
3030487873
ISBN-13
9783030487874

Description

This 3rd edition provides an insight into the mathematical crossroads formed by functional analysis (the macroscopic approach), partial differential equations (the mesoscopic approach) and probability (the microscopic approach) via the mathematics needed for the hard parts of Markov processes. It brings these three fields of analysis together, providing a comprehensive study of Markov processes from a broad perspective. The material is carefully and effectively explained, resulting in a surprisingly readable account of the subject.

The main focus is on a powerful method for future research in elliptic boundary value problems and Markov processes via semigroups, the Boutet de Monvel calculus. A broad spectrum of readers will easily appreciate the stochastic intuition that this edition conveys. In fact, the book will provide a solid foundation for both researchers and graduate students in pure and applied mathematics interested in functional analysis, partial differential equations, Markov processes and the theory of pseudo-differential operators, a modern version of the classical potential theory.

Product Details

Author:
Kazuaki Taira
Book Edition:
2020
Book Format:
Paperback
Country of Origin:
NL
Date Published:
2 July 2020
Dimensions:
23.39 x 15.6 x 2.67 cm
ISBN-10:
3030487873
ISBN-13:
9783030487874
Language:
English
Location:
Cham
Pages:
502
Publisher:
Weight:
721.21 gm

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